-43.1%
KHC vs LVS
+13.8%
-56.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.8% | -1.5% | -0.3% | -1.6% |
| 30D | -1.9% | -3.2% | +1.4% | -1.5% |
| 3M | +14.4% | -12.0% | +26.4% | +16.3% |
| 6M | +8.7% | -19.9% | +28.6% | +11.8% |
| YTD | +7.8% | -30.6% | +38.4% | +12.8% |
| 1Y | -1.5% | -17.7% | +16.2% | +0.2% |
| 3Y | -9.9% | -14.2% | +4.4% | -10.2% |
| 5Y | -10.7% | +9.6% | -20.4% | -17.7% |
| 10Y | -55.7% | +5.7% | -61.4% | -61.1% |
| All | -43.1% | +13.8% | -56.9% | -50.3% |
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