+70.6%
VZ vs KHC
-54.5%
+125.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.7% |
| 7D | +2.4% | -1.1% | +3.5% | +2.7% |
| 30D | +11.2% | +8.8% | +2.3% | +8.7% |
| 3M | 0.0% | -1.2% | +1.2% | +0.2% |
| 6M | +1.3% | +4.6% | -3.4% | -0.2% |
| YTD | +21.3% | +5.1% | +16.1% | +19.0% |
| 1Y | +23.9% | +6.2% | +17.7% | +21.3% |
| 3Y | +57.7% | -12.9% | +70.6% | +61.2% |
| 5Y | +21.2% | -16.8% | +38.0% | +24.6% |
| 10Y | +70.6% | -52.4% | +123.0% | +79.9% |
| All | +70.6% | -54.5% | +125.0% | +79.9% |
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