+1,112.0%
VST vs KHC
-53.9%
+1,166.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.8% | +13.4% | +10.9% |
| 7D | -9.8% | +1.1% | -10.9% | -10.1% |
| 30D | -25.1% | +12.0% | -37.1% | -26.8% |
| 3M | -11.6% | +0.2% | -11.8% | -12.0% |
| 6M | -20.9% | +10.3% | -31.3% | -23.1% |
| YTD | -22.3% | +6.7% | -29.0% | -24.2% |
| 1Y | -32.0% | +10.9% | -42.9% | -34.2% |
| 3Y | +262.4% | -12.6% | +275.0% | +259.8% |
| 5Y | +563.4% | -16.3% | +579.7% | +559.4% |
| All | +1,112.0% | -53.9% | +1,166.0% | +1,045.2% |
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