-43.1%
KHC vs LSCC
+1,822.1%
-1,865.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.8% |
| 7D | -1.8% | +1.3% | -3.1% | -1.8% |
| 30D | -1.9% | -9.7% | +7.8% | -1.4% |
| 3M | +14.4% | -23.7% | +38.1% | +15.7% |
| 6M | +8.7% | +26.5% | -17.8% | +5.9% |
| YTD | +7.8% | +57.5% | -49.7% | +3.1% |
| 1Y | -1.5% | +75.7% | -77.2% | -6.8% |
| 3Y | -9.9% | +19.5% | -29.3% | -14.2% |
| 5Y | -10.7% | +83.8% | -94.5% | -20.4% |
| 10Y | -55.7% | +1,772.4% | -1,828.1% | -69.3% |
| All | -43.1% | +1,822.1% | -1,865.2% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling