-43.1%
KHC vs VT
+234.7%
-277.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.8% | +0.4% | -2.2% | -2.1% |
| 30D | -1.9% | +1.0% | -2.9% | -2.5% |
| 3M | +14.4% | +2.4% | +12.0% | +12.4% |
| 6M | +8.7% | +12.0% | -3.3% | +0.8% |
| YTD | +7.8% | +15.3% | -7.6% | -2.1% |
| 1Y | -1.5% | +22.6% | -24.1% | -14.1% |
| 3Y | -9.9% | +74.7% | -84.5% | -38.7% |
| 5Y | -10.7% | +66.1% | -76.9% | -38.0% |
| 10Y | -55.7% | +225.0% | -280.7% | -82.9% |
| All | -43.1% | +234.7% | -277.8% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling