-13.4%
KHC vs VSXY
+19.3%
-32.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -1.1% |
| 7D | -4.8% | -10.7% | +5.9% | -4.7% |
| 30D | +0.3% | -24.3% | +24.6% | +0.6% |
| 3M | +6.7% | +1.0% | +5.7% | +6.7% |
| 6M | +4.2% | +57.4% | -53.2% | +3.6% |
| YTD | +6.7% | +39.8% | -33.0% | +6.2% |
| 1Y | -1.4% | +196.5% | -197.9% | -3.4% |
| 3Y | -11.8% | +357.2% | -369.0% | -15.0% |
| 5Y | -13.4% | +18.9% | -32.2% | -16.6% |
| All | -13.4% | +19.3% | -32.7% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling