+132.2%
LLY vs KHC
-12.7%
+145.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.3% |
| 7D | -4.5% | +1.1% | -5.6% | -4.7% |
| 30D | +13.9% | +12.0% | +1.9% | +12.1% |
| 3M | +13.8% | +0.2% | +13.6% | +13.5% |
| 6M | +37.6% | +10.3% | +27.3% | +35.5% |
| YTD | +26.6% | +6.7% | +19.9% | +25.1% |
| 1Y | +45.3% | +10.9% | +34.5% | +42.9% |
| 3Y | +132.2% | -12.6% | +144.9% | +119.4% |
| All | +132.2% | -12.7% | +145.0% | +119.4% |
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 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