+546.2%
LITE vs KHC
-15.4%
+561.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.8% | +11.5% | +10.4% |
| 7D | -12.9% | -2.0% | -10.8% | -13.3% |
| 30D | -46.0% | +9.7% | -55.6% | -44.1% |
| 3M | -33.0% | -2.0% | -31.0% | -32.3% |
| 6M | -34.0% | +5.4% | -39.5% | -32.2% |
| YTD | +61.7% | +5.9% | +55.8% | +67.0% |
| 1Y | +148.3% | +7.5% | +140.8% | +156.5% |
| 3Y | +1,408.5% | -12.4% | +1,420.9% | +1,435.6% |
| 5Y | +546.2% | -15.8% | +562.0% | +544.4% |
| All | +546.2% | -15.4% | +561.6% | +544.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling