+1,205.2%
VST vs KHC
-54.7%
+1,260.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +7.4% |
| 7D | -0.5% | -2.0% | +1.5% | -0.4% |
| 30D | -17.1% | +9.7% | -26.7% | -18.6% |
| 3M | -4.6% | -2.0% | -2.6% | -4.7% |
| 6M | -9.1% | +5.4% | -14.5% | -10.8% |
| YTD | -16.6% | +5.9% | -22.5% | -18.6% |
| 1Y | -29.5% | +7.5% | -36.9% | -31.4% |
| 3Y | +297.5% | -12.4% | +309.9% | +293.8% |
| 5Y | +654.5% | -15.8% | +670.4% | +647.7% |
| 10Y | +1,205.2% | -54.1% | +1,259.3% | +1,140.6% |
| All | +1,205.2% | -54.7% | +1,260.0% | +1,140.6% |
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 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