+1,358.0%
LITE vs KHC
-9.8%
+1,367.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.1% | -2.9% |
| 7D | +10.8% | +2.0% | +8.7% | +12.3% |
| 30D | -33.4% | +10.6% | -44.1% | -28.4% |
| 3M | -32.2% | +0.5% | -32.8% | -30.0% |
| 6M | -42.1% | +12.1% | -54.1% | -36.8% |
| YTD | +61.9% | +8.9% | +53.0% | +76.8% |
| 1Y | +163.0% | +7.5% | +155.5% | +186.5% |
| 3Y | +1,358.0% | -10.7% | +1,368.7% | +1,329.6% |
| All | +1,358.0% | -9.8% | +1,367.8% | +1,329.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling