-13.5%
KHC vs LEN
-12.1%
-1.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.8% |
| 7D | -2.2% | -2.9% | +0.7% | -1.8% |
| 30D | -0.1% | -8.9% | +8.8% | +1.2% |
| 3M | +8.3% | -10.9% | +19.2% | +9.9% |
| 6M | +5.0% | -19.7% | +24.6% | +7.8% |
| YTD | +8.0% | -20.6% | +28.6% | +10.8% |
| 1Y | -1.1% | -42.4% | +41.3% | +6.0% |
| 3Y | -10.7% | -26.5% | +15.8% | -8.6% |
| 5Y | -13.5% | -10.9% | -2.6% | -16.8% |
| All | -13.5% | -12.1% | -1.4% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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