-53.7%
KHC vs VSH
+170.8%
-224.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -2.2% | +6.2% | -8.4% | -3.0% |
| 30D | -0.1% | -11.1% | +11.0% | +1.2% |
| 3M | +8.3% | -44.9% | +53.3% | +15.5% |
| 6M | +5.0% | +90.0% | -85.0% | -9.9% |
| YTD | +8.0% | +118.8% | -110.8% | -10.3% |
| 1Y | -1.1% | +109.0% | -110.1% | -17.7% |
| 3Y | -10.7% | +35.6% | -46.4% | -21.7% |
| 5Y | -13.5% | +66.7% | -80.2% | -30.0% |
| All | -53.7% | +170.8% | -224.5% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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