-43.7%
KHC vs VO
+199.1%
-242.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | +1.1% | -2.6% | +3.7% | +2.5% |
| 30D | +12.0% | -0.9% | +12.9% | +12.5% |
| 3M | +0.2% | -3.0% | +3.2% | +1.8% |
| 6M | +10.3% | +2.2% | +8.1% | +8.7% |
| YTD | +6.7% | +10.6% | -3.8% | +0.3% |
| 1Y | +10.9% | +12.5% | -1.7% | +3.0% |
| 3Y | -12.6% | +61.4% | -74.0% | -35.2% |
| 5Y | -16.3% | +33.4% | -49.7% | -31.3% |
| 10Y | -53.2% | +201.5% | -254.8% | -80.3% |
| All | -43.7% | +199.1% | -242.8% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling