+296.7%
VST vs KHC
-9.8%
+306.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -0.1% |
| 7D | +6.6% | +2.0% | +4.5% | +7.4% |
| 30D | -12.4% | +10.6% | -23.0% | -8.6% |
| 3M | -9.0% | +0.5% | -9.5% | -7.7% |
| 6M | -6.4% | +12.1% | -18.5% | -1.4% |
| YTD | -17.2% | +8.9% | -26.1% | -13.0% |
| 1Y | -22.0% | +7.5% | -29.5% | -18.4% |
| 3Y | +296.7% | -10.7% | +307.4% | +284.9% |
| All | +296.7% | -9.8% | +306.5% | +284.9% |
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