+394.4%
LIN vs KHC
-41.6%
+436.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -2.1% | -1.8% | -0.4% | -1.6% |
| 30D | -2.4% | -1.9% | -0.5% | -2.0% |
| 3M | -5.6% | +14.4% | -20.0% | -9.4% |
| 6M | -3.4% | +8.7% | -12.1% | -6.3% |
| YTD | +13.1% | +7.8% | +5.3% | +9.7% |
| 1Y | +2.5% | -1.5% | +4.0% | +1.9% |
| 3Y | +27.6% | -9.9% | +37.5% | +28.5% |
| 5Y | +63.0% | -10.7% | +73.8% | +62.4% |
| 10Y | +359.3% | -55.7% | +415.0% | +392.5% |
| All | +394.4% | -41.6% | +436.0% | +379.4% |
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