+34.1%
LMT vs KHC
+8.5%
+25.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.6% |
| 7D | +5.1% | +2.0% | +3.1% | +4.9% |
| 30D | +14.1% | +10.6% | +3.5% | +12.7% |
| 3M | +0.3% | +0.5% | -0.2% | -0.3% |
| 6M | +16.1% | +12.1% | +4.0% | +13.4% |
| YTD | +25.5% | +8.9% | +16.6% | +21.5% |
| 1Y | +34.1% | +7.5% | +26.6% | +29.7% |
| All | +34.1% | +8.5% | +25.6% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling