-13.4%
KHC vs LH
+28.2%
-41.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -4.8% | -3.2% | -1.6% | -4.0% |
| 30D | +0.3% | +0.1% | +0.1% | +0.2% |
| 3M | +6.7% | +18.6% | -11.9% | +2.2% |
| 6M | +4.2% | +17.9% | -13.8% | -0.2% |
| YTD | +6.7% | +28.9% | -22.2% | +0.2% |
| 1Y | -1.4% | +16.6% | -18.0% | -5.5% |
| 3Y | -11.8% | +63.6% | -75.3% | -21.0% |
| 5Y | -13.4% | +30.0% | -43.4% | -21.3% |
| All | -13.4% | +28.2% | -41.6% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling