-55.6%
KHC vs VTR
+99.2%
-154.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | +1.9% | +1.1% | +0.8% | +1.6% |
| 3M | +3.2% | +7.9% | -4.7% | +1.2% |
| 6M | +10.0% | +6.2% | +3.8% | +8.2% |
| YTD | +6.7% | +17.7% | -11.0% | +2.4% |
| 1Y | -0.9% | +32.9% | -33.8% | -7.7% |
| 3Y | -13.6% | +129.7% | -143.2% | -29.6% |
| 5Y | -12.8% | +89.3% | -102.2% | -26.8% |
| All | -55.6% | +99.2% | -154.8% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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