-49.9%
KHC vs VSH
+115.4%
-165.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.2% | +6.8% | +3.0% |
| 7D | +2.0% | +14.3% | -12.3% | +0.4% |
| 30D | +10.6% | -7.9% | +18.5% | +10.8% |
| 3M | +0.5% | -19.9% | +20.4% | +1.8% |
| 6M | +12.1% | -30.5% | +42.6% | +12.2% |
| YTD | +8.9% | +85.7% | -76.8% | -8.8% |
| 1Y | +7.5% | +98.9% | -91.4% | -11.3% |
| 3Y | -10.7% | +32.1% | -42.8% | -23.5% |
| 5Y | -13.2% | +39.7% | -52.8% | -28.8% |
| All | -49.9% | +115.4% | -165.3% | -64.1% |
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