-14.1%
KHC vs LVS
+8.6%
-22.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.4% |
| 7D | +2.0% | -0.8% | +2.9% | +2.1% |
| 30D | +10.6% | +10.0% | +0.6% | +10.1% |
| 3M | +0.5% | -11.0% | +11.6% | +1.0% |
| 6M | +12.1% | -20.1% | +32.2% | +13.1% |
| YTD | +8.9% | -36.3% | +45.2% | +10.9% |
| 1Y | +7.5% | -36.8% | +44.3% | +9.5% |
| 3Y | -10.7% | -9.5% | -1.2% | -11.3% |
| All | -14.1% | +8.6% | -22.7% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling