-10.7%
KHC vs LOW
-8.4%
-2.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -0.1% | -10.1% | +10.0% | +2.7% |
| 3M | +8.3% | -2.9% | +11.2% | +9.3% |
| 6M | +5.0% | -19.4% | +24.4% | +10.3% |
| YTD | +8.0% | -15.4% | +23.4% | +11.8% |
| 1Y | -1.1% | -24.9% | +23.8% | +5.4% |
| 3Y | -10.7% | -7.8% | -2.9% | -11.0% |
| All | -10.7% | -8.4% | -2.3% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling