-43.1%
KHC vs VTR
+102.4%
-145.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.2% |
| 7D | -1.8% | -1.7% | -0.1% | -1.4% |
| 30D | -1.9% | -2.4% | +0.6% | -1.3% |
| 3M | +14.4% | +14.8% | -0.4% | +10.5% |
| 6M | +8.7% | +5.3% | +3.4% | +7.1% |
| YTD | +7.8% | +18.1% | -10.3% | +3.3% |
| 1Y | -1.5% | +36.7% | -38.2% | -8.9% |
| 3Y | -9.9% | +130.1% | -139.9% | -26.8% |
| 5Y | -10.7% | +89.5% | -100.2% | -25.2% |
| 10Y | -55.7% | +87.4% | -143.1% | -65.3% |
| All | -43.1% | +102.4% | -145.5% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling