-44.5%
KHC vs VUG
+417.2%
-461.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.1% | -1.2% | 0.0% | -0.8% |
| 30D | +8.8% | -8.9% | +17.7% | +12.2% |
| 3M | -1.2% | -5.9% | +4.7% | +0.6% |
| 6M | +4.6% | -3.3% | +7.9% | +5.1% |
| YTD | +5.1% | +3.4% | +1.7% | +2.6% |
| 1Y | +6.2% | +1.9% | +4.3% | +4.1% |
| 3Y | -12.9% | +76.9% | -89.8% | -34.8% |
| 5Y | -16.8% | +63.9% | -80.7% | -36.1% |
| 10Y | -52.4% | +396.2% | -448.6% | -85.4% |
| All | -44.5% | +417.2% | -461.8% | -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 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