+938.9%
VLO vs KHC
-55.4%
+994.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | +6.2% | -4.8% | +11.0% | +7.8% |
| 30D | +23.5% | +0.3% | +23.2% | +23.2% |
| 3M | +53.9% | +6.7% | +47.1% | +49.8% |
| 6M | +81.7% | +4.2% | +77.5% | +77.5% |
| YTD | +142.5% | +6.7% | +135.7% | +134.3% |
| 1Y | +145.4% | -1.4% | +146.8% | +143.0% |
| 3Y | +197.3% | -11.8% | +209.1% | +200.0% |
| 5Y | +614.6% | -13.4% | +628.0% | +610.4% |
| 10Y | +938.9% | -54.3% | +993.1% | +802.0% |
| All | +938.9% | -55.4% | +994.3% | +802.0% |
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