-52.3%
KHC vs LH
+263.2%
-315.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -4.6% | +1.2% | -5.8% | -5.0% |
| 30D | +8.1% | +18.0% | -9.9% | +2.2% |
| 3M | 0.0% | +15.7% | -15.7% | -4.9% |
| 6M | +7.9% | +46.6% | -38.7% | -5.2% |
| YTD | +5.3% | +49.5% | -44.2% | -8.3% |
| 1Y | +5.1% | +40.2% | -35.1% | -6.6% |
| 3Y | -12.8% | +87.6% | -100.4% | -30.2% |
| 5Y | -16.2% | +59.3% | -75.5% | -30.5% |
| 10Y | -52.3% | +266.1% | -318.3% | -71.1% |
| All | -52.3% | +263.2% | -315.5% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling