+417.5%
LIN vs KHC
-53.9%
+471.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.4% |
| 7D | +0.2% | +1.1% | -0.9% | -0.1% |
| 30D | +6.5% | +12.0% | -5.5% | +3.2% |
| 3M | +5.5% | +0.2% | +5.3% | +5.2% |
| 6M | +3.3% | +10.3% | -7.0% | -0.1% |
| YTD | +22.0% | +6.7% | +15.3% | +18.6% |
| 1Y | +25.7% | +10.9% | +14.9% | +20.8% |
| 3Y | +36.2% | -12.6% | +48.9% | +38.4% |
| 5Y | +66.1% | -16.3% | +82.4% | +68.6% |
| All | +417.5% | -53.9% | +471.4% | +406.8% |
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