-55.6%
KHC vs VTEB
+17.9%
-73.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.5% |
| 7D | -1.0% | -0.9% | -0.1% | -0.1% |
| 30D | +1.9% | -2.5% | +4.4% | +4.4% |
| 3M | +3.2% | -3.0% | +6.2% | +6.3% |
| 6M | +10.0% | -2.1% | +12.1% | +12.3% |
| YTD | +6.7% | -1.5% | +8.2% | +8.3% |
| 1Y | -0.9% | +0.2% | -1.1% | -1.0% |
| 3Y | -13.6% | +8.6% | -22.1% | -20.1% |
| 5Y | -12.8% | +1.2% | -14.0% | -13.4% |
| All | -55.6% | +17.9% | -73.5% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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