+65.5%
VZ vs KHC
-54.7%
+120.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +2.2% | -2.0% | +4.3% | +2.8% |
| 30D | +10.6% | +9.7% | +0.9% | +7.9% |
| 3M | -0.6% | -2.0% | +1.4% | -0.2% |
| 6M | +0.7% | +5.4% | -4.7% | -0.9% |
| YTD | +20.6% | +5.9% | +14.7% | +18.1% |
| 1Y | +22.7% | +7.5% | +15.3% | +19.7% |
| 3Y | +57.2% | -12.4% | +69.6% | +60.6% |
| 5Y | +21.4% | -15.8% | +37.2% | +24.5% |
| 10Y | +65.5% | -54.1% | +119.6% | +78.6% |
| All | +65.5% | -54.7% | +120.2% | +78.6% |
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