-54.3%
KHC vs VMC
+146.8%
-201.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.6% |
| 7D | -4.8% | -5.3% | +0.5% | -4.0% |
| 30D | +0.3% | -12.3% | +12.6% | +2.4% |
| 3M | +6.7% | -10.3% | +17.0% | +8.5% |
| 6M | +4.2% | -8.6% | +12.7% | +5.4% |
| YTD | +6.7% | -11.9% | +18.6% | +8.4% |
| 1Y | -1.4% | -13.9% | +12.5% | +0.4% |
| 3Y | -11.8% | +18.2% | -29.9% | -15.7% |
| 5Y | -13.4% | +47.7% | -61.1% | -21.4% |
| 10Y | -54.3% | +152.5% | -206.8% | -63.1% |
| All | -54.3% | +146.8% | -201.0% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling