-43.7%
KHC vs VRSK
+158.0%
-201.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | -4.8% | -5.4% | +0.6% | -3.2% |
| 30D | +0.3% | -1.8% | +2.1% | +0.7% |
| 3M | +6.7% | -2.2% | +8.9% | +7.3% |
| 6M | +4.2% | -14.9% | +19.1% | +9.0% |
| YTD | +6.7% | -20.0% | +26.7% | +13.5% |
| 1Y | -1.4% | -33.1% | +31.7% | +11.3% |
| 3Y | -11.8% | -25.6% | +13.9% | -5.3% |
| 5Y | -13.4% | -10.1% | -3.2% | -15.3% |
| 10Y | -54.3% | +128.4% | -182.7% | -70.1% |
| All | -43.7% | +158.0% | -201.7% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling