-11.8%
KHC vs VLTO
+27.2%
-38.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -1.8% | -2.3% | +0.5% | -1.3% |
| 30D | -1.9% | -0.9% | -1.0% | -1.7% |
| 3M | +14.4% | +13.8% | +0.6% | +11.7% |
| 6M | +8.7% | +2.0% | +6.7% | +8.3% |
| YTD | +7.8% | -3.2% | +11.0% | +8.2% |
| 1Y | -1.5% | -9.2% | +7.7% | +0.2% |
| All | -11.8% | +27.2% | -38.9% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling