-44.5%
KHC vs LNT
+257.6%
-302.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.1% | +1.6% | -2.7% | -1.9% |
| 30D | +8.8% | +12.1% | -3.2% | +3.0% |
| 3M | -1.2% | +8.2% | -9.4% | -5.0% |
| 6M | +4.6% | +3.6% | +1.0% | +2.6% |
| YTD | +5.1% | +16.2% | -11.0% | -2.8% |
| 1Y | +6.2% | +12.8% | -6.6% | -0.4% |
| 3Y | -12.9% | +66.5% | -79.4% | -33.4% |
| 5Y | -16.8% | +53.8% | -70.6% | -35.1% |
| 10Y | -52.4% | +182.5% | -235.0% | -73.5% |
| All | -44.5% | +257.6% | -302.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling