-13.4%
KHC vs LVS
+5.2%
-18.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -4.8% | -2.7% | -2.1% | -4.7% |
| 30D | +0.3% | -4.7% | +5.0% | +0.5% |
| 3M | +6.7% | -15.6% | +22.3% | +7.6% |
| 6M | +4.2% | -18.6% | +22.8% | +5.1% |
| YTD | +6.7% | -32.3% | +39.0% | +8.6% |
| 1Y | -1.4% | -18.0% | +16.6% | -0.7% |
| 3Y | -11.8% | -5.8% | -5.9% | -12.6% |
| 5Y | -13.4% | +5.7% | -19.1% | -14.3% |
| All | -13.4% | +5.2% | -18.6% | -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