-51.2%
KHC vs LOW
+292.3%
-343.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.4% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | +9.1% | +21.3% | -12.1% | +3.5% |
| 3M | +1.4% | +6.0% | -4.6% | -0.4% |
| 6M | +8.4% | +2.6% | +5.8% | +7.3% |
| YTD | +6.2% | -3.6% | +9.8% | +6.4% |
| 1Y | +5.7% | -1.0% | +6.6% | +5.0% |
| 3Y | -12.0% | +24.2% | -36.2% | -18.7% |
| 5Y | -15.3% | +6.3% | -21.7% | -20.0% |
| All | -51.2% | +292.3% | -343.5% | -69.1% |
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