-43.0%
KHC vs VIVK
-100.0%
+57.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.5% | +0.1% |
| 7D | -2.2% | +13.1% | -15.3% | -2.3% |
| 30D | -0.1% | -29.7% | +29.6% | +0.1% |
| 3M | +8.3% | -93.0% | +101.3% | +9.8% |
| 6M | +5.0% | -98.0% | +102.9% | +6.8% |
| YTD | +8.0% | -97.8% | +105.8% | +9.3% |
| 1Y | -1.1% | -100.0% | +98.9% | +2.3% |
| 3Y | -10.7% | -100.0% | +89.3% | -8.2% |
| 5Y | -13.5% | -100.0% | +86.5% | -11.0% |
| 10Y | -55.4% | -100.0% | +44.6% | -57.6% |
| All | -43.0% | -100.0% | +57.0% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VIVK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling