-17.8%
KHC vs VSXY
+37.4%
-55.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.7% |
| 7D | -1.8% | -14.0% | +12.2% | -1.6% |
| 30D | -1.9% | -15.9% | +14.0% | -1.7% |
| 3M | +14.4% | +3.4% | +11.0% | +14.4% |
| 6M | +8.7% | +25.9% | -17.2% | +8.3% |
| YTD | +7.8% | +39.5% | -31.7% | +7.1% |
| 1Y | -1.5% | +194.4% | -195.9% | -3.6% |
| 3Y | -9.9% | +281.4% | -291.3% | -13.1% |
| 5Y | -10.7% | +12.8% | -23.5% | -12.3% |
| All | -17.8% | +37.4% | -55.2% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling