-12.6%
KHC vs VLTO
+54.8%
-67.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | +1.1% | +5.4% | -4.3% | -0.1% |
| 30D | +12.0% | +22.3% | -10.3% | +6.9% |
| 3M | +0.2% | +19.6% | -19.4% | -3.9% |
| 6M | +10.3% | +35.2% | -24.8% | +3.4% |
| YTD | +6.7% | +17.9% | -11.1% | +2.4% |
| 1Y | +10.9% | +19.5% | -8.7% | +5.9% |
| 3Y | -12.6% | +73.9% | -86.6% | -18.2% |
| All | -12.6% | +54.8% | -67.4% | -19.0% |
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