-43.1%
KHC vs VSAT
+27.7%
-70.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.0% |
| 7D | -1.8% | +11.8% | -13.6% | -2.5% |
| 30D | -1.9% | -7.0% | +5.2% | -1.5% |
| 3M | +14.4% | +3.3% | +11.1% | +13.2% |
| 6M | +8.7% | +57.4% | -48.7% | +4.0% |
| YTD | +7.8% | +118.6% | -110.8% | +0.2% |
| 1Y | -1.5% | +150.2% | -151.7% | -10.0% |
| 3Y | -9.9% | +160.7% | -170.6% | -21.8% |
| 5Y | -10.7% | +51.2% | -61.9% | -20.7% |
| 10Y | -55.7% | -0.7% | -55.0% | -61.0% |
| All | -43.1% | +27.7% | -70.8% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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