-14.3%
KHC vs VRSK
-11.9%
-2.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -2.5% | -7.7% | +5.2% | -1.0% |
| 30D | +0.5% | -2.8% | +3.4% | +1.0% |
| 3M | +3.0% | -3.7% | +6.7% | +3.9% |
| 6M | +6.6% | -12.8% | +19.4% | +9.3% |
| YTD | +5.8% | -21.0% | +26.8% | +10.4% |
| 1Y | -2.2% | -32.5% | +30.3% | +5.1% |
| 3Y | -12.5% | -26.5% | +14.0% | -7.0% |
| All | -14.3% | -11.9% | -2.4% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling