+743.6%
VLO vs KHC
-54.7%
+798.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.7% | +3.2% |
| 7D | -6.5% | -2.0% | -4.4% | -6.0% |
| 30D | -17.8% | +9.7% | -27.4% | -20.3% |
| 3M | +19.6% | -2.0% | +21.6% | +19.8% |
| 6M | +49.3% | +5.4% | +43.8% | +45.2% |
| YTD | +122.4% | +5.9% | +116.5% | +114.7% |
| 1Y | +107.4% | +7.5% | +100.0% | +99.2% |
| 3Y | +223.1% | -12.4% | +235.5% | +226.3% |
| 5Y | +432.2% | -15.8% | +448.1% | +433.8% |
| 10Y | +743.6% | -54.1% | +797.7% | +646.4% |
| All | +743.6% | -54.7% | +798.4% | +646.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 10y: compounded portfolio wealth divided by compounded KHC 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…
10y analysis · Full analysis span regression · 6 months rolling