+790.3%
VLO vs KHC
-50.5%
+840.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.5% |
| 7D | +9.6% | +2.0% | +7.6% | +9.0% |
| 30D | -17.4% | +10.6% | -28.0% | -20.2% |
| 3M | +10.8% | +0.5% | +10.2% | +10.2% |
| 6M | +56.9% | +12.1% | +44.9% | +49.8% |
| YTD | +136.8% | +8.9% | +127.9% | +126.6% |
| 1Y | +120.7% | +7.5% | +113.2% | +112.1% |
| 3Y | +231.9% | -10.7% | +242.6% | +233.5% |
| 5Y | +479.0% | -13.2% | +492.2% | +474.9% |
| All | +790.3% | -50.5% | +840.8% | +641.5% |
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