+601.6%
VLO vs KHC
-10.2%
+611.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | +5.8% | -2.2% | +8.0% | +6.1% |
| 30D | +28.3% | -0.1% | +28.4% | +28.3% |
| 3M | +48.7% | +8.3% | +40.4% | +46.5% |
| 6M | +71.9% | +5.0% | +66.9% | +70.0% |
| YTD | +138.7% | +8.0% | +130.7% | +134.5% |
| 1Y | +148.5% | -1.1% | +149.6% | +147.9% |
| 3Y | +192.7% | -10.7% | +203.4% | +194.4% |
| 5Y | +601.6% | -13.5% | +615.1% | +607.1% |
| All | +601.6% | -10.2% | +611.8% | +607.1% |
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