-56.0%
KHC vs LNT
+148.3%
-204.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | -2.5% | -1.1% | -1.4% | -2.0% |
| 30D | +0.5% | -1.9% | +2.5% | +1.4% |
| 3M | +3.0% | -7.2% | +10.2% | +6.8% |
| 6M | +6.6% | -3.9% | +10.5% | +8.4% |
| YTD | +5.8% | +5.9% | -0.1% | +2.4% |
| 1Y | -2.2% | +8.4% | -10.6% | -6.6% |
| 3Y | -12.5% | +46.6% | -59.1% | -29.0% |
| 5Y | -13.6% | +32.4% | -46.0% | -27.4% |
| All | -56.0% | +148.3% | -204.3% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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