-43.7%
KHC vs VMC
+268.4%
-312.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.6% |
| 7D | +1.1% | +0.5% | +0.6% | +1.0% |
| 30D | +12.0% | +15.8% | -3.8% | +9.0% |
| 3M | +0.2% | +0.6% | -0.4% | 0.0% |
| 6M | +10.3% | -4.0% | +14.4% | +10.8% |
| YTD | +6.7% | -0.3% | +7.0% | +6.1% |
| 1Y | +10.9% | -0.5% | +11.4% | +10.2% |
| 3Y | -12.6% | +39.6% | -52.2% | -19.5% |
| 5Y | -16.3% | +50.1% | -66.3% | -25.0% |
| 10Y | -53.2% | +164.4% | -217.7% | -64.4% |
| All | -43.7% | +268.4% | -312.1% | -62.4% |
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