-13.6%
KHC vs VYM
+75.8%
-89.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -2.5% | -1.9% | -0.7% | -1.5% |
| 30D | +0.5% | -2.6% | +3.1% | +2.1% |
| 3M | +3.0% | +3.6% | -0.5% | +1.0% |
| 6M | +6.6% | +8.7% | -2.0% | +1.5% |
| YTD | +5.8% | +14.1% | -8.3% | -2.2% |
| 1Y | -2.2% | +17.8% | -20.0% | -11.4% |
| 3Y | -12.5% | +64.5% | -77.1% | -35.1% |
| 5Y | -13.6% | +77.5% | -91.1% | -38.8% |
| All | -13.6% | +75.8% | -89.4% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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