+446.1%
LITE vs KHC
-13.1%
+459.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.5% | -18.2% | -18.8% |
| 7D | -44.6% | +5.9% | -50.5% | -43.4% |
| 30D | -55.0% | +14.9% | -70.0% | -52.8% |
| 3M | -38.3% | 0.0% | -38.3% | -37.2% |
| 6M | -48.8% | +16.2% | -64.9% | -46.4% |
| YTD | +38.3% | +9.8% | +28.5% | +44.3% |
| 1Y | +119.0% | +12.1% | +106.9% | +128.6% |
| 3Y | +1,092.0% | -10.1% | +1,102.1% | +1,128.8% |
| 5Y | +446.1% | -13.9% | +459.9% | +459.6% |
| All | +446.1% | -13.1% | +459.1% | +459.6% |
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 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