+417.3%
LIN vs KHC
-54.7%
+472.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +0.1% | -2.0% | +2.2% | +0.7% |
| 30D | +7.6% | +9.7% | -2.1% | +4.8% |
| 3M | +6.5% | -2.0% | +8.6% | +6.9% |
| 6M | +6.2% | +5.4% | +0.8% | +4.0% |
| YTD | +23.2% | +5.9% | +17.3% | +20.0% |
| 1Y | +25.4% | +7.5% | +18.0% | +21.6% |
| 3Y | +38.3% | -12.4% | +50.7% | +40.4% |
| 5Y | +64.4% | -15.8% | +80.3% | +66.6% |
| 10Y | +417.3% | -54.1% | +471.4% | +411.8% |
| All | +417.3% | -54.7% | +472.0% | +411.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 10y: compounded portfolio wealth divided by compounded KHC 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…
10y analysis · Full analysis span regression · 6 months rolling