-51.2%
KHC vs VUG
+402.9%
-454.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -3.3% | +4.4% | -7.7% | -4.6% |
| 30D | +9.1% | -7.3% | +16.5% | +11.5% |
| 3M | +1.4% | -4.2% | +5.6% | +2.4% |
| 6M | +8.4% | -1.6% | +9.9% | +8.2% |
| YTD | +6.2% | +4.9% | +1.3% | +3.4% |
| 1Y | +5.7% | +3.8% | +1.9% | +3.2% |
| 3Y | -12.0% | +79.4% | -91.5% | -32.5% |
| 5Y | -15.3% | +63.9% | -79.3% | -32.6% |
| All | -51.2% | +402.9% | -454.1% | -83.7% |
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