+1,545.2%
LLY vs KHC
-55.7%
+1,600.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -3.1% | -2.2% | -0.9% | -2.6% |
| 30D | -5.1% | -0.1% | -5.0% | -5.1% |
| 3M | -2.1% | +8.3% | -10.4% | -4.1% |
| 6M | +13.8% | +5.0% | +8.9% | +12.1% |
| YTD | +5.1% | +8.0% | -2.9% | +2.5% |
| 1Y | +53.1% | -1.1% | +54.2% | +52.4% |
| 3Y | +95.6% | -10.7% | +106.4% | +96.9% |
| 5Y | +361.5% | -13.5% | +375.0% | +364.1% |
| 10Y | +1,545.2% | -55.4% | +1,600.6% | +1,534.6% |
| All | +1,545.2% | -55.7% | +1,600.8% | +1,534.6% |
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 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