+2,331.0%
LITE vs KHC
-55.7%
+2,386.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.1% |
| 7D | -1.5% | -1.8% | +0.2% | -1.3% |
| 30D | +6.7% | -1.9% | +8.5% | +6.8% |
| 3M | -6.8% | +14.4% | -21.1% | -9.4% |
| 6M | +29.4% | +8.7% | +20.7% | +26.2% |
| YTD | +139.1% | +7.8% | +131.3% | +133.1% |
| 1Y | +521.0% | -1.5% | +522.5% | +515.1% |
| 3Y | +1,535.3% | -9.9% | +1,545.1% | +1,513.9% |
| 5Y | +889.8% | -10.7% | +900.6% | +864.6% |
| All | +2,331.0% | -55.7% | +2,386.8% | +2,281.7% |
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 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