-17.0%
KHC vs VSXY
+93.0%
-110.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.6% |
| 7D | +2.0% | -1.7% | +3.8% | +2.1% |
| 30D | +10.6% | +20.1% | -9.5% | +10.3% |
| 3M | +0.5% | +16.6% | -16.1% | +0.2% |
| 6M | +12.1% | +134.9% | -122.9% | +10.8% |
| YTD | +8.9% | +96.0% | -87.1% | +7.7% |
| 1Y | +7.5% | +203.8% | -196.3% | +5.4% |
| 3Y | -10.7% | +465.3% | -476.1% | -14.3% |
| 5Y | -13.2% | +106.3% | -119.5% | -15.6% |
| All | -17.0% | +93.0% | -110.0% | -20.8% |
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