-13.6%
KHC vs VTR
+90.0%
-103.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.2% |
| 7D | -2.5% | -1.8% | -0.7% | -2.1% |
| 30D | +0.5% | +4.0% | -3.5% | -0.4% |
| 3M | +3.0% | +7.8% | -4.8% | +1.1% |
| 6M | +6.6% | +6.4% | +0.3% | +4.9% |
| YTD | +5.8% | +18.3% | -12.5% | +1.4% |
| 1Y | -2.2% | +33.9% | -36.2% | -9.0% |
| 3Y | -12.5% | +134.3% | -146.9% | -28.3% |
| 5Y | -13.6% | +90.3% | -103.8% | -25.5% |
| All | -13.6% | +90.0% | -103.6% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling