-43.1%
KHC vs VMC
+241.6%
-284.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -1.8% | -4.3% | +2.6% | -1.0% |
| 30D | -1.9% | -8.2% | +6.4% | -0.4% |
| 3M | +14.4% | -7.0% | +21.4% | +15.7% |
| 6M | +8.7% | -10.8% | +19.5% | +10.6% |
| YTD | +7.8% | -7.4% | +15.2% | +8.7% |
| 1Y | -1.5% | -9.5% | +8.0% | -0.4% |
| 3Y | -9.9% | +20.5% | -30.3% | -14.7% |
| 5Y | -10.7% | +51.6% | -62.3% | -20.5% |
| 10Y | -55.7% | +150.0% | -205.7% | -66.1% |
| All | -43.1% | +241.6% | -284.7% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling