-15.8%
KHC vs LSCC
+36.6%
-52.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.4% | -9.2% | -0.7% |
| 7D | -2.0% | +19.3% | -21.4% | -1.9% |
| 30D | +9.7% | -9.6% | +19.3% | +9.8% |
| 3M | -2.0% | -12.4% | +10.4% | -1.9% |
| 6M | +5.4% | -10.5% | +15.9% | +5.3% |
| YTD | +5.9% | +54.8% | -48.9% | +4.4% |
| 1Y | +7.5% | +79.4% | -71.9% | +5.4% |
| 3Y | -12.4% | +109.6% | -122.0% | -15.2% |
| 5Y | -15.8% | +40.4% | -56.2% | -20.4% |
| All | -15.8% | +36.6% | -52.4% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling