-13.5%
KHC vs VUG
+76.0%
-89.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -2.2% | +0.9% | -3.1% | -2.3% |
| 30D | -0.1% | -1.4% | +1.3% | 0.0% |
| 3M | +8.3% | +2.3% | +6.0% | +8.2% |
| 6M | +5.0% | +15.7% | -10.7% | +4.0% |
| YTD | +8.0% | +8.6% | -0.6% | +7.4% |
| 1Y | -1.1% | +14.1% | -15.2% | -2.0% |
| 3Y | -10.7% | +87.9% | -98.6% | -16.2% |
| 5Y | -13.5% | +76.3% | -89.8% | -21.3% |
| All | -13.5% | +76.0% | -89.5% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling