-24.1%
VST vs KHC
+5.9%
-30.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +1.2% |
| 7D | +19.2% | -3.3% | +22.5% | +17.5% |
| 30D | -17.2% | +9.1% | -26.3% | -14.2% |
| 3M | -8.1% | +1.4% | -9.5% | -6.5% |
| 6M | -8.1% | +8.4% | -16.5% | -5.0% |
| YTD | -16.3% | +6.2% | -22.4% | -12.3% |
| 1Y | -24.1% | +5.7% | -29.8% | -20.5% |
| All | -24.1% | +5.9% | -30.0% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling