-10.7%
KHC vs VRTX
+44.3%
-55.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.6% |
| 7D | +2.0% | -1.6% | +3.6% | +2.1% |
| 30D | +10.6% | +8.0% | +2.6% | +10.0% |
| 3M | +0.5% | +4.3% | -3.8% | +0.2% |
| 6M | +12.1% | +18.9% | -6.8% | +10.9% |
| YTD | +8.9% | +18.8% | -9.9% | +7.7% |
| 1Y | +7.5% | +24.0% | -16.5% | +5.8% |
| 3Y | -10.7% | +42.1% | -52.9% | -12.3% |
| All | -10.7% | +44.3% | -55.1% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 3y: compounded portfolio wealth divided by compounded VRTX 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…
3y analysis · Full analysis span regression · 6 months rolling