-54.3%
KHC vs LSCC
+1,244.7%
-1,299.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.1% | -9.9% | -3.1% |
| 7D | +1.1% | +13.0% | -11.9% | +0.4% |
| 30D | +12.0% | -19.8% | +31.8% | +13.1% |
| 3M | +0.2% | -18.4% | +18.6% | +0.9% |
| 6M | +10.3% | -16.1% | +26.5% | +10.2% |
| YTD | +6.7% | +42.7% | -36.0% | +2.2% |
| 1Y | +10.9% | +68.0% | -57.2% | +4.7% |
| 3Y | -12.6% | +85.8% | -98.5% | -20.3% |
| 5Y | -16.3% | +28.0% | -44.3% | -23.0% |
| All | -54.3% | +1,244.7% | -1,299.0% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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