-13.6%
KHC vs LUMN
+385.3%
-398.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.9% |
| 7D | -1.0% | +2.5% | -3.5% | -1.0% |
| 30D | +1.9% | +10.3% | -8.4% | +1.9% |
| 3M | +3.2% | -18.3% | +21.4% | +3.2% |
| 6M | +10.0% | +4.4% | +5.6% | +9.9% |
| YTD | +6.7% | -10.7% | +17.4% | +6.6% |
| 1Y | -0.9% | +14.0% | -14.8% | -1.3% |
| 3Y | -13.6% | +406.6% | -420.1% | -15.9% |
| All | -13.6% | +385.3% | -398.9% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 3y: compounded portfolio wealth divided by compounded LUMN 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…
3y analysis · Full analysis span regression · 6 months rolling