-13.9%
KHC vs VLTO
+56.3%
-70.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -1.1% | +1.6% | -2.8% | -1.5% |
| 30D | +8.8% | +22.0% | -13.1% | +4.0% |
| 3M | -1.2% | +21.9% | -23.1% | -5.7% |
| 6M | +4.6% | +36.5% | -31.9% | -2.1% |
| YTD | +5.1% | +19.0% | -13.9% | +0.7% |
| 1Y | +6.2% | +21.0% | -14.7% | +1.2% |
| 3Y | -12.9% | +69.9% | -82.8% | -18.5% |
| All | -13.9% | +56.3% | -70.2% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 5y: compounded portfolio wealth divided by compounded VLTO 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…
5y analysis · Full analysis span regression · 6 months rolling