+588.9%
VST vs KHC
-16.5%
+605.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.8% | +13.4% | +10.1% |
| 7D | -9.8% | +1.1% | -10.9% | -9.6% |
| 30D | -25.1% | +12.0% | -37.1% | -24.0% |
| 3M | -11.6% | +0.2% | -11.8% | -11.1% |
| 6M | -20.9% | +10.3% | -31.3% | -19.9% |
| YTD | -22.3% | +6.7% | -29.0% | -21.3% |
| 1Y | -32.0% | +10.9% | -42.9% | -31.1% |
| 3Y | +262.4% | -12.6% | +275.0% | +262.8% |
| All | +588.9% | -16.5% | +605.4% | +615.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling