+60.5%
VZ vs KHC
-55.7%
+116.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +0.1% | -1.8% | +1.8% | +0.5% |
| 30D | +7.9% | -1.9% | +9.8% | +8.3% |
| 3M | +13.6% | +14.4% | -0.7% | +9.5% |
| 6M | +1.1% | +8.7% | -7.6% | -1.5% |
| YTD | +29.3% | +7.8% | +21.5% | +26.1% |
| 1Y | +21.2% | -1.5% | +22.8% | +20.9% |
| 3Y | +75.9% | -9.9% | +85.8% | +78.3% |
| 5Y | +24.1% | -10.7% | +34.8% | +25.6% |
| All | +60.5% | -55.7% | +116.2% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling