-49.9%
KHC vs VMC
+125.2%
-175.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.1% | +2.7% |
| 7D | +2.0% | -1.3% | +3.3% | +2.2% |
| 30D | +10.6% | +15.5% | -4.8% | +8.0% |
| 3M | +0.5% | +0.6% | -0.1% | +0.3% |
| 6M | +12.1% | +2.1% | +10.0% | +11.4% |
| YTD | +8.9% | -1.6% | +10.5% | +8.6% |
| 1Y | +7.5% | -1.2% | +8.7% | +7.1% |
| 3Y | -10.7% | +35.3% | -46.0% | -16.8% |
| 5Y | -13.2% | +43.6% | -56.8% | -20.9% |
| All | -49.9% | +125.2% | -175.1% | -59.2% |
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