+1,402.3%
LITE vs KHC
-53.9%
+1,456.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.8% | +8.5% | +5.9% |
| 7D | -35.9% | +1.1% | -37.0% | -36.0% |
| 30D | -51.5% | +12.0% | -63.5% | -52.2% |
| 3M | -35.7% | +0.2% | -35.9% | -35.9% |
| 6M | -43.0% | +10.3% | -53.3% | -44.4% |
| YTD | +46.1% | +6.7% | +39.4% | +42.4% |
| 1Y | +124.7% | +10.9% | +113.9% | +117.1% |
| 3Y | +1,172.1% | -12.6% | +1,184.7% | +1,163.9% |
| 5Y | +477.0% | -16.3% | +493.3% | +471.8% |
| All | +1,402.3% | -53.9% | +1,456.3% | +1,330.8% |
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