-55.6%
KHC vs LOW
+236.5%
-292.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -4.8% | -0.6% | -4.2% | -4.6% |
| 30D | +0.3% | -9.3% | +9.6% | +2.9% |
| 3M | +6.7% | -8.1% | +14.8% | +9.1% |
| 6M | +4.2% | -19.8% | +23.9% | +10.1% |
| YTD | +6.7% | -16.4% | +23.1% | +11.3% |
| 1Y | -1.4% | -24.7% | +23.3% | +5.6% |
| 3Y | -11.8% | -8.8% | -2.9% | -11.2% |
| 5Y | -13.4% | +7.8% | -21.1% | -18.9% |
| All | -55.6% | +236.5% | -292.1% | -69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling