+420.0%
VLO vs KHC
-16.5%
+436.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -1.0% |
| 7D | -13.3% | +1.1% | -14.4% | -13.5% |
| 30D | -18.3% | +12.0% | -30.3% | -19.6% |
| 3M | +14.3% | +0.2% | +14.2% | +14.2% |
| 6M | +47.6% | +10.3% | +37.3% | +44.9% |
| YTD | +116.0% | +6.7% | +109.2% | +112.6% |
| 1Y | +101.0% | +10.9% | +90.2% | +96.5% |
| 3Y | +199.0% | -12.6% | +211.7% | +201.9% |
| All | +420.0% | -16.5% | +436.5% | +434.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling