-53.0%
KHC vs VT
+214.8%
-267.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +1.8% |
| 7D | +5.9% | -4.2% | +10.1% | +8.4% |
| 30D | +14.9% | -5.8% | +20.7% | +18.6% |
| 3M | 0.0% | -5.2% | +5.2% | +2.8% |
| 6M | +16.2% | +0.1% | +16.1% | +15.3% |
| YTD | +9.8% | +8.2% | +1.6% | +3.6% |
| 1Y | +12.1% | +10.1% | +1.9% | +4.5% |
| 3Y | -10.1% | +69.7% | -79.7% | -37.3% |
| 5Y | -13.9% | +53.4% | -67.2% | -36.1% |
| All | -53.0% | +214.8% | -267.8% | -81.4% |
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