-44.2%
KHC vs LYV
+523.0%
-567.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -2.5% | -4.2% | +1.7% | -2.0% |
| 30D | +0.5% | -7.2% | +7.8% | +1.6% |
| 3M | +3.0% | +1.5% | +1.5% | +2.9% |
| 6M | +6.6% | +2.7% | +3.9% | +6.1% |
| YTD | +5.8% | +19.4% | -13.6% | +3.1% |
| 1Y | -2.2% | -0.5% | -1.7% | -2.6% |
| 3Y | -12.5% | +110.1% | -122.7% | -22.4% |
| 5Y | -13.6% | +97.6% | -111.2% | -25.4% |
| 10Y | -54.7% | +560.2% | -614.9% | -74.2% |
| All | -44.2% | +523.0% | -567.2% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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