-54.3%
KHC vs VUG
+410.7%
-464.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | +0.3% | -1.7% | +2.0% | +0.8% |
| 3M | +6.7% | +2.8% | +3.9% | +5.5% |
| 6M | +4.2% | +13.6% | -9.4% | -0.8% |
| YTD | +6.7% | +8.1% | -1.3% | +3.3% |
| 1Y | -1.4% | +13.1% | -14.5% | -6.4% |
| 3Y | -11.8% | +87.0% | -98.7% | -33.3% |
| 5Y | -13.4% | +76.0% | -89.3% | -33.7% |
| 10Y | -54.3% | +420.5% | -474.8% | -85.5% |
| All | -54.3% | +410.7% | -464.9% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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