-43.0%
KHC vs VNQ
+96.8%
-139.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -2.2% | -0.4% | -1.8% | -2.0% |
| 30D | -0.1% | -2.5% | +2.5% | +1.4% |
| 3M | +8.3% | +1.4% | +7.0% | +7.6% |
| 6M | +5.0% | +4.6% | +0.4% | +2.4% |
| YTD | +8.0% | +10.5% | -2.5% | +2.0% |
| 1Y | -1.1% | +8.4% | -9.5% | -5.6% |
| 3Y | -10.7% | +32.4% | -43.1% | -24.5% |
| 5Y | -13.5% | +5.5% | -19.0% | -17.9% |
| 10Y | -55.4% | +59.1% | -114.5% | -69.2% |
| All | -43.0% | +96.8% | -139.8% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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