-10.7%
KHC vs LH
+64.5%
-75.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -2.2% | -0.8% | -1.4% | -1.9% |
| 30D | -0.1% | +2.0% | -2.1% | -0.8% |
| 3M | +8.3% | +24.3% | -15.9% | +0.6% |
| 6M | +5.0% | +21.1% | -16.1% | -1.9% |
| YTD | +8.0% | +30.4% | -22.5% | -1.5% |
| 1Y | -1.1% | +18.4% | -19.5% | -7.2% |
| 3Y | -10.7% | +65.5% | -76.2% | -24.6% |
| All | -10.7% | +64.5% | -75.2% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling