+769.3%
VST vs KHC
-10.4%
+779.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.5% |
| 7D | +8.9% | -1.8% | +10.7% | +8.8% |
| 30D | +6.2% | -1.9% | +8.1% | +6.1% |
| 3M | -2.7% | +14.4% | -17.1% | -2.0% |
| 6M | -8.4% | +8.7% | -17.1% | -7.8% |
| YTD | -7.2% | +7.8% | -15.0% | -6.6% |
| 1Y | -20.9% | -1.5% | -19.4% | -20.4% |
| 3Y | +384.0% | -9.9% | +393.9% | +379.0% |
| All | +769.3% | -10.4% | +779.8% | +771.3% |
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