-44.5%
KHC vs VSH
+187.4%
-232.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -0.9% |
| 7D | -1.1% | -1.6% | +0.4% | -1.3% |
| 30D | +8.8% | -21.3% | +30.1% | +11.3% |
| 3M | -1.2% | -18.9% | +17.7% | +0.1% |
| 6M | +4.6% | -21.4% | +26.1% | +2.6% |
| YTD | +5.1% | +86.8% | -81.7% | -13.0% |
| 1Y | +6.2% | +85.8% | -79.5% | -12.2% |
| 3Y | -12.9% | +30.1% | -43.0% | -25.8% |
| 5Y | -16.8% | +42.8% | -59.6% | -33.0% |
| 10Y | -52.4% | +121.2% | -173.7% | -69.7% |
| All | -44.5% | +187.4% | -232.0% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling