+1,216.9%
VST vs KHC
-55.1%
+1,271.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | +8.9% | -1.8% | +10.7% | +9.2% |
| 30D | +6.2% | -1.9% | +8.1% | +6.4% |
| 3M | -2.7% | +14.4% | -17.1% | -5.6% |
| 6M | -8.4% | +8.7% | -17.1% | -10.4% |
| YTD | -7.2% | +7.8% | -15.0% | -9.3% |
| 1Y | -20.9% | -1.5% | -19.4% | -21.4% |
| 3Y | +384.0% | -9.9% | +393.9% | +378.0% |
| 5Y | +757.1% | -10.7% | +767.8% | +739.7% |
| All | +1,216.9% | -55.1% | +1,271.9% | +1,136.1% |
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