+427.2%
LIN vs KHC
-52.1%
+479.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +0.3% | -4.6% | +4.9% | +1.6% |
| 30D | +8.0% | +8.1% | -0.1% | +5.7% |
| 3M | +7.7% | 0.0% | +7.7% | +7.4% |
| 6M | +5.1% | +7.9% | -2.9% | +2.2% |
| YTD | +24.7% | +5.3% | +19.4% | +21.6% |
| 1Y | +25.1% | +5.1% | +20.0% | +22.0% |
| 3Y | +36.8% | -12.8% | +49.6% | +39.1% |
| 5Y | +67.9% | -16.2% | +84.1% | +70.3% |
| 10Y | +427.2% | -52.3% | +479.4% | +412.0% |
| All | +427.2% | -52.1% | +479.3% | +412.0% |
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