-55.8%
KHC vs LII
+171.3%
-227.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -0.9% |
| 7D | -1.8% | -0.7% | -1.0% | -1.7% |
| 30D | -1.9% | -12.6% | +10.7% | +0.6% |
| 3M | +14.4% | -24.4% | +38.8% | +19.5% |
| 6M | +8.7% | -28.7% | +37.4% | +14.5% |
| YTD | +7.8% | -19.1% | +26.9% | +10.2% |
| 1Y | -1.5% | -29.7% | +28.2% | +3.4% |
| 3Y | -9.9% | +4.8% | -14.6% | -15.9% |
| 5Y | -10.7% | +24.6% | -35.3% | -21.6% |
| All | -55.8% | +171.3% | -227.1% | -67.2% |
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