-55.6%
KHC vs VTRS
-48.4%
-7.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -1.0% | -2.2% | +1.2% | -0.6% |
| 30D | +1.9% | +3.3% | -1.4% | +1.2% |
| 3M | +3.2% | +2.0% | +1.2% | +2.8% |
| 6M | +10.0% | +19.9% | -10.0% | +5.9% |
| YTD | +6.7% | +35.7% | -29.0% | 0.0% |
| 1Y | -0.9% | +68.1% | -69.0% | -11.1% |
| 3Y | -13.6% | +87.1% | -100.6% | -25.4% |
| 5Y | -12.8% | +47.6% | -60.5% | -23.0% |
| All | -55.6% | -48.4% | -7.3% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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