-43.7%
KHC vs VYM
+238.5%
-282.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | -4.8% | -1.0% | -3.8% | -4.0% |
| 30D | +0.3% | -2.0% | +2.3% | +2.0% |
| 3M | +6.7% | +3.1% | +3.7% | +4.1% |
| 6M | +4.2% | +8.9% | -4.7% | -3.0% |
| YTD | +6.7% | +14.7% | -8.0% | -4.9% |
| 1Y | -1.4% | +19.4% | -20.8% | -15.2% |
| 3Y | -11.8% | +65.4% | -77.2% | -42.8% |
| 5Y | -13.4% | +77.6% | -90.9% | -48.1% |
| 10Y | -54.3% | +207.8% | -262.0% | -84.3% |
| All | -43.7% | +238.5% | -282.2% | -82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling