-43.0%
KHC vs VWO
+109.4%
-152.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.2% | +0.9% | -3.1% | -2.6% |
| 30D | -0.1% | +1.3% | -1.3% | -0.6% |
| 3M | +8.3% | +5.1% | +3.2% | +5.8% |
| 6M | +5.0% | +12.5% | -7.6% | -0.7% |
| YTD | +8.0% | +14.0% | -6.0% | +1.4% |
| 1Y | -1.1% | +19.7% | -20.8% | -9.3% |
| 3Y | -10.7% | +66.8% | -77.5% | -30.1% |
| 5Y | -13.5% | +36.2% | -49.7% | -26.1% |
| 10Y | -55.4% | +111.0% | -166.4% | -71.4% |
| All | -43.0% | +109.4% | -152.4% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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