+195.5%
VLO vs KHC
-10.5%
+205.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +5.2% | -1.8% | +7.0% | +5.4% |
| 30D | +22.6% | -1.9% | +24.5% | +22.8% |
| 3M | +43.8% | +14.4% | +29.4% | +41.0% |
| 6M | +65.7% | +8.7% | +57.0% | +63.2% |
| YTD | +131.1% | +7.8% | +123.3% | +127.7% |
| 1Y | +143.6% | -1.5% | +145.1% | +143.7% |
| All | +195.5% | -10.5% | +205.9% | +192.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling