+2,723.0%
VRT vs KHC
-36.5%
+2,759.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.0% | +4.4% |
| 7D | +9.1% | -1.8% | +10.9% | +9.1% |
| 30D | +0.9% | -1.9% | +2.8% | +1.0% |
| 3M | -13.4% | +14.4% | -27.8% | -14.2% |
| 6M | +11.7% | +8.7% | +3.0% | +10.9% |
| YTD | +73.2% | +7.8% | +65.5% | +72.1% |
| 1Y | +123.4% | -1.5% | +124.9% | +123.6% |
| 3Y | +606.2% | -9.9% | +616.0% | +600.4% |
| 5Y | +899.9% | -10.7% | +910.6% | +887.2% |
| All | +2,723.0% | -36.5% | +2,759.5% | +2,443.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling