-43.7%
KHC vs LULU
+53.7%
-97.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.8% |
| 7D | -4.8% | -16.9% | +12.2% | -2.9% |
| 30D | +0.3% | -22.0% | +22.3% | +3.0% |
| 3M | +6.7% | -17.8% | +24.5% | +8.8% |
| 6M | +4.2% | -41.3% | +45.4% | +9.9% |
| YTD | +6.7% | -52.0% | +58.8% | +15.1% |
| 1Y | -1.4% | -39.8% | +38.4% | +3.3% |
| 3Y | -11.8% | -74.8% | +63.1% | 0.0% |
| 5Y | -13.4% | -76.3% | +62.9% | -2.8% |
| 10Y | -54.3% | +53.9% | -108.2% | -61.8% |
| All | -43.7% | +53.7% | -97.4% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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