-52.4%
KHC vs LII
+166.2%
-218.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.1% | +0.4% | -1.6% | -1.2% |
| 30D | +8.8% | -2.4% | +11.2% | +9.2% |
| 3M | -1.2% | -17.5% | +16.3% | +2.2% |
| 6M | +4.6% | -32.8% | +37.5% | +11.4% |
| YTD | +5.1% | -27.7% | +32.8% | +9.6% |
| 1Y | +6.2% | -28.1% | +34.3% | +10.7% |
| 3Y | -12.9% | -9.7% | -3.2% | -16.1% |
| 5Y | -16.8% | +19.5% | -36.3% | -27.0% |
| 10Y | -52.4% | +170.6% | -223.1% | -64.6% |
| All | -52.4% | +166.2% | -218.7% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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