-19.4%
KHC vs VSXY
+33.4%
-52.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.9% |
| 7D | -2.5% | -0.3% | -2.2% | -2.5% |
| 30D | +0.5% | -22.1% | +22.6% | +0.8% |
| 3M | +3.0% | -1.1% | +4.2% | +3.1% |
| 6M | +6.6% | +53.8% | -47.2% | +6.0% |
| YTD | +5.8% | +35.5% | -29.7% | +5.2% |
| 1Y | -2.2% | +186.0% | -188.2% | -4.3% |
| 3Y | -12.5% | +343.2% | -355.7% | -15.9% |
| 5Y | -13.6% | +19.0% | -32.6% | -15.3% |
| All | -19.4% | +33.4% | -52.8% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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