-42.5%
KHC vs LVS
+4.4%
-47.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.2% |
| 7D | +2.0% | -0.8% | +2.9% | +2.1% |
| 30D | +10.6% | +10.0% | +0.6% | +9.1% |
| 3M | +0.5% | -11.0% | +11.6% | +2.1% |
| 6M | +12.1% | -20.1% | +32.2% | +15.3% |
| YTD | +8.9% | -36.3% | +45.2% | +15.2% |
| 1Y | +7.5% | -36.8% | +44.3% | +13.8% |
| 3Y | -10.7% | -9.5% | -1.2% | -11.8% |
| 5Y | -13.2% | +9.3% | -22.5% | -20.1% |
| 10Y | -50.6% | -11.0% | -39.6% | -55.3% |
| All | -42.5% | +4.4% | -47.0% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling