-13.4%
KHC vs LNT
+31.1%
-44.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.7% |
| 7D | -4.8% | +0.2% | -5.0% | -4.9% |
| 30D | +0.3% | -0.5% | +0.8% | +0.4% |
| 3M | +6.7% | -5.5% | +12.2% | +9.2% |
| 6M | +4.2% | -3.8% | +8.0% | +5.6% |
| YTD | +6.7% | +6.8% | -0.1% | +3.5% |
| 1Y | -1.4% | +9.3% | -10.7% | -5.4% |
| 3Y | -11.8% | +47.9% | -59.7% | -25.4% |
| 5Y | -13.4% | +31.6% | -45.0% | -24.1% |
| All | -13.4% | +31.1% | -44.5% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling