-56.0%
KHC vs LOW
+233.1%
-289.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -2.5% | -2.6% | +0.1% | -1.8% |
| 30D | +0.5% | -11.1% | +11.7% | +3.8% |
| 3M | +3.0% | -8.5% | +11.5% | +5.5% |
| 6M | +6.6% | -20.8% | +27.5% | +13.1% |
| YTD | +5.8% | -17.2% | +23.0% | +10.6% |
| 1Y | -2.2% | -24.7% | +22.5% | +4.7% |
| 3Y | -12.5% | -9.7% | -2.8% | -11.7% |
| 5Y | -13.6% | +6.0% | -19.6% | -18.7% |
| All | -56.0% | +233.1% | -289.1% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LOW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling