+227.8%
VST vs KHC
-10.2%
+238.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.7% | -6.3% |
| 7D | -19.9% | +5.9% | -25.8% | -18.0% |
| 30D | -29.7% | +14.9% | -44.6% | -25.8% |
| 3M | -19.6% | 0.0% | -19.5% | -18.6% |
| 6M | -29.4% | +16.2% | -45.6% | -24.8% |
| YTD | -29.7% | +9.8% | -39.5% | -26.1% |
| 1Y | -40.0% | +12.1% | -52.1% | -36.5% |
| All | +227.8% | -10.2% | +238.0% | +207.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling