+2,049.9%
LLY vs KHC
-52.1%
+2,102.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.4% | -4.6% | +6.0% | +2.5% |
| 30D | +21.5% | +8.1% | +13.4% | +19.3% |
| 3M | +18.5% | 0.0% | +18.4% | +18.3% |
| 6M | +49.1% | +7.9% | +41.2% | +45.9% |
| YTD | +34.4% | +5.3% | +29.1% | +31.7% |
| 1Y | +46.3% | +5.1% | +41.2% | +43.4% |
| 3Y | +145.5% | -12.8% | +158.3% | +148.3% |
| 5Y | +472.7% | -16.2% | +488.9% | +479.7% |
| 10Y | +2,049.9% | -52.3% | +2,102.2% | +1,949.1% |
| All | +2,049.9% | -52.1% | +2,102.1% | +1,949.1% |
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