+897.3%
VST vs KHC
-54.2%
+951.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.7% | -6.1% |
| 7D | -19.9% | +5.9% | -25.8% | -20.7% |
| 30D | -29.7% | +14.9% | -44.6% | -31.4% |
| 3M | -19.6% | 0.0% | -19.5% | -19.8% |
| 6M | -29.4% | +16.2% | -45.6% | -31.9% |
| YTD | -29.7% | +9.8% | -39.5% | -31.7% |
| 1Y | -40.0% | +12.1% | -52.1% | -42.0% |
| 3Y | +231.0% | -10.1% | +241.0% | +227.4% |
| 5Y | +500.1% | -13.9% | +513.9% | +494.5% |
| 10Y | +1,004.2% | -51.9% | +1,056.1% | +939.2% |
| All | +897.3% | -54.2% | +951.5% | +831.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling