-52.1%
KHC vs VO
+197.5%
-249.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -2.2% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | +9.7% | +0.5% | +9.1% | +9.3% |
| 3M | -2.0% | -1.0% | -1.0% | -1.6% |
| 6M | +5.4% | +6.4% | -1.0% | +1.7% |
| YTD | +5.9% | +13.6% | -7.7% | -1.6% |
| 1Y | +7.5% | +14.5% | -7.0% | -0.7% |
| 3Y | -12.4% | +67.2% | -79.6% | -35.3% |
| 5Y | -15.8% | +36.1% | -51.9% | -30.7% |
| All | -52.1% | +197.5% | -249.6% | -77.6% |
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