-12.5%
KHC vs LUNR
+53.5%
-66.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -1.8% | -3.6% | +1.9% | -1.8% |
| 30D | -1.9% | +5.9% | -7.7% | -1.9% |
| 3M | +14.4% | -56.0% | +70.4% | +14.4% |
| 6M | +8.7% | -20.5% | +29.2% | +8.8% |
| YTD | +7.8% | -8.7% | +16.5% | +7.9% |
| 1Y | -1.5% | +75.9% | -77.4% | -1.4% |
| 3Y | -9.9% | +202.9% | -212.7% | -9.6% |
| All | -12.5% | +53.5% | -66.0% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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