-55.6%
KHC vs VRSK
+126.1%
-181.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -1.0% | -5.2% | +4.2% | +0.6% |
| 30D | +1.9% | -2.3% | +4.2% | +2.5% |
| 3M | +3.2% | -2.9% | +6.1% | +4.0% |
| 6M | +10.0% | -12.8% | +22.8% | +14.1% |
| YTD | +6.7% | -20.8% | +27.5% | +13.8% |
| 1Y | -0.9% | -33.2% | +32.3% | +11.8% |
| 3Y | -13.6% | -26.6% | +13.0% | -6.9% |
| 5Y | -12.8% | -11.3% | -1.5% | -14.5% |
| All | -55.6% | +126.1% | -181.7% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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