+521.0%
LITE vs KHC
-3.0%
+524.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +2.0% |
| 7D | -1.5% | -3.3% | +1.8% | -4.3% |
| 30D | +6.7% | -3.4% | +10.1% | +4.5% |
| 3M | -6.8% | +12.6% | -19.3% | +3.8% |
| 6M | +29.4% | +7.0% | +22.4% | +40.5% |
| YTD | +139.1% | +6.1% | +133.0% | +162.7% |
| 1Y | +521.0% | -3.1% | +524.1% | +576.2% |
| All | +521.0% | -3.0% | +524.0% | +576.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling