+78.9%
VZ vs KHC
-42.1%
+121.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.2% |
| 7D | +2.1% | +1.1% | +1.0% | +1.8% |
| 30D | +1.4% | +12.0% | -10.6% | -1.7% |
| 3M | -1.3% | +0.2% | -1.4% | -1.5% |
| 6M | -0.5% | +10.3% | -10.9% | -3.5% |
| YTD | +19.6% | +6.7% | +12.9% | +16.8% |
| 1Y | +22.4% | +10.9% | +11.5% | +18.3% |
| 3Y | +55.9% | -12.6% | +68.5% | +59.3% |
| 5Y | +20.4% | -16.3% | +36.7% | +23.6% |
| 10Y | +66.9% | -53.2% | +120.1% | +89.3% |
| All | +78.9% | -42.1% | +121.0% | +84.2% |
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