+439.6%
LIN vs KHC
-40.5%
+480.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +3.6% | +5.9% | -2.3% | +2.0% |
| 30D | +6.4% | +14.9% | -8.5% | +2.3% |
| 3M | +6.5% | 0.0% | +6.5% | +6.2% |
| 6M | +4.9% | +16.2% | -11.3% | -0.2% |
| YTD | +23.4% | +9.8% | +13.6% | +18.9% |
| 1Y | +26.3% | +12.1% | +14.2% | +20.9% |
| 3Y | +38.0% | -10.1% | +48.0% | +39.1% |
| 5Y | +68.0% | -13.9% | +81.9% | +69.2% |
| 10Y | +437.1% | -51.9% | +489.0% | +459.8% |
| All | +439.6% | -40.5% | +480.1% | +419.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling