-43.7%
KHC vs LII
+263.4%
-307.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.4% |
| 7D | +1.1% | -0.6% | +1.7% | +1.3% |
| 30D | +12.0% | -4.6% | +16.6% | +12.9% |
| 3M | +0.2% | -21.2% | +21.4% | +5.0% |
| 6M | +10.3% | -36.4% | +46.8% | +19.7% |
| YTD | +6.7% | -28.9% | +35.7% | +12.1% |
| 1Y | +10.9% | -29.5% | +40.4% | +16.5% |
| 3Y | -12.6% | -8.6% | -4.1% | -16.7% |
| 5Y | -16.3% | +20.2% | -36.5% | -28.0% |
| 10Y | -53.2% | +166.2% | -219.5% | -70.9% |
| All | -43.7% | +263.4% | -307.1% | -68.6% |
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 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