-54.1%
KHC vs VT
+223.7%
-277.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -2.2% |
| 7D | -2.0% | +0.4% | -2.4% | -2.3% |
| 30D | +9.7% | -2.6% | +12.3% | +11.1% |
| 3M | -2.0% | -3.2% | +1.2% | -0.5% |
| 6M | +5.4% | +0.9% | +4.5% | +4.1% |
| YTD | +5.9% | +11.3% | -5.4% | -1.7% |
| 1Y | +7.5% | +14.0% | -6.5% | -1.8% |
| 3Y | -12.4% | +75.8% | -88.3% | -40.2% |
| 5Y | -15.8% | +57.8% | -73.7% | -38.6% |
| 10Y | -54.1% | +219.8% | -273.9% | -82.0% |
| All | -54.1% | +223.7% | -277.8% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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