-54.1%
KHC vs LII
+170.7%
-224.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.2% |
| 7D | -2.0% | -1.2% | -0.9% | -1.8% |
| 30D | +9.7% | -2.0% | +11.6% | +9.9% |
| 3M | -2.0% | -20.2% | +18.2% | +2.0% |
| 6M | +5.4% | -32.5% | +38.0% | +12.2% |
| YTD | +5.9% | -27.4% | +33.3% | +10.3% |
| 1Y | +7.5% | -28.2% | +35.6% | +12.1% |
| 3Y | -12.4% | -7.2% | -5.2% | -16.2% |
| 5Y | -15.8% | +19.9% | -35.8% | -26.3% |
| 10Y | -54.1% | +168.6% | -222.7% | -66.5% |
| All | -54.1% | +170.7% | -224.8% | -66.5% |
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