-55.6%
KHC vs LVS
+1.2%
-56.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -4.8% | -2.7% | -2.1% | -4.4% |
| 30D | +0.3% | -4.7% | +5.0% | +0.9% |
| 3M | +6.7% | -15.6% | +22.3% | +9.0% |
| 6M | +4.2% | -18.6% | +22.8% | +6.7% |
| YTD | +6.7% | -32.3% | +39.0% | +11.7% |
| 1Y | -1.4% | -18.0% | +16.6% | +0.3% |
| 3Y | -11.8% | -5.8% | -5.9% | -13.2% |
| 5Y | -13.4% | +5.7% | -19.1% | -19.2% |
| All | -55.6% | +1.2% | -56.8% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling