-56.0%
KHC vs LVS
-0.5%
-55.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | -2.5% | -4.3% | +1.8% | -2.0% |
| 30D | +0.5% | -6.8% | +7.4% | +1.4% |
| 3M | +3.0% | -15.6% | +18.7% | +5.2% |
| 6M | +6.6% | -20.6% | +27.2% | +9.6% |
| YTD | +5.8% | -33.4% | +39.2% | +11.0% |
| 1Y | -2.2% | -20.1% | +17.9% | -0.2% |
| 3Y | -12.5% | -7.4% | -5.1% | -13.8% |
| 5Y | -13.6% | +8.5% | -22.1% | -20.0% |
| All | -56.0% | -0.5% | -55.5% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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