-44.5%
KHC vs LII
+272.7%
-317.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -4.6% | -2.3% | -2.3% | -4.1% |
| 30D | +8.1% | -1.7% | +9.8% | +8.3% |
| 3M | 0.0% | -18.3% | +18.3% | +4.0% |
| 6M | +7.9% | -32.3% | +40.3% | +15.5% |
| YTD | +5.3% | -27.1% | +32.4% | +10.0% |
| 1Y | +5.1% | -27.2% | +32.3% | +9.7% |
| 3Y | -12.8% | -8.9% | -3.9% | -16.6% |
| 5Y | -16.2% | +19.7% | -35.9% | -27.5% |
| 10Y | -52.3% | +168.9% | -221.1% | -70.3% |
| All | -44.5% | +272.7% | -317.2% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling