-43.1%
KHC vs VUG
+445.3%
-488.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.8% | -0.1% | -1.7% | -1.7% |
| 30D | -1.9% | -0.3% | -1.6% | -1.8% |
| 3M | +14.4% | -0.7% | +15.1% | +14.3% |
| 6M | +8.7% | +14.6% | -5.9% | +2.6% |
| YTD | +7.8% | +9.0% | -1.2% | +3.6% |
| 1Y | -1.5% | +14.9% | -16.4% | -7.6% |
| 3Y | -9.9% | +86.0% | -95.9% | -33.5% |
| 5Y | -10.7% | +76.7% | -87.4% | -33.7% |
| 10Y | -55.7% | +411.3% | -467.0% | -86.3% |
| All | -43.1% | +445.3% | -488.4% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling