-55.4%
KHC vs VO
+192.5%
-247.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -2.2% | +0.6% | -2.8% | -2.6% |
| 30D | -0.1% | -1.1% | +1.0% | +0.4% |
| 3M | +8.3% | +4.5% | +3.8% | +5.7% |
| 6M | +5.0% | +11.1% | -6.1% | -1.1% |
| YTD | +8.0% | +13.5% | -5.5% | +0.4% |
| 1Y | -1.1% | +14.5% | -15.6% | -8.6% |
| 3Y | -10.7% | +58.1% | -68.8% | -32.0% |
| 5Y | -13.5% | +43.3% | -56.8% | -31.5% |
| 10Y | -55.4% | +193.2% | -248.6% | -79.6% |
| All | -55.4% | +192.5% | -247.9% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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