-13.4%
KHC vs LOW
+7.0%
-20.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -4.8% | -0.6% | -4.2% | -4.7% |
| 30D | +0.3% | -9.3% | +9.6% | +2.3% |
| 3M | +6.7% | -8.1% | +14.8% | +8.5% |
| 6M | +4.2% | -19.8% | +23.9% | +8.4% |
| YTD | +6.7% | -16.4% | +23.1% | +10.1% |
| 1Y | -1.4% | -24.7% | +23.3% | +3.6% |
| 3Y | -11.8% | -8.8% | -2.9% | -10.8% |
| 5Y | -13.4% | +7.8% | -21.1% | -19.9% |
| All | -13.4% | +7.0% | -20.4% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling