-44.5%
KHC vs VMC
+274.4%
-318.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.1% | +1.1% | -2.3% | -1.4% |
| 30D | +8.8% | +17.7% | -8.8% | +5.6% |
| 3M | -1.2% | +1.1% | -2.3% | -1.5% |
| 6M | +4.6% | +1.8% | +2.8% | +4.0% |
| YTD | +5.1% | +1.5% | +3.6% | +4.2% |
| 1Y | +6.2% | -1.1% | +7.4% | +5.7% |
| 3Y | -12.9% | +38.8% | -51.7% | -19.7% |
| 5Y | -16.8% | +49.6% | -66.3% | -25.4% |
| 10Y | -52.4% | +130.6% | -183.1% | -62.1% |
| All | -44.5% | +274.4% | -318.9% | -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 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