+75.6%
LMT vs KHC
-13.2%
+88.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -1.5% | -2.2% | +0.7% | -1.2% |
| 30D | -8.2% | -0.1% | -8.2% | -8.3% |
| 3M | +3.7% | +8.3% | -4.6% | +1.7% |
| 6M | -19.2% | +5.0% | -24.1% | -20.3% |
| YTD | +12.9% | +8.0% | +4.9% | +10.4% |
| 1Y | +19.8% | -1.1% | +20.9% | +19.3% |
| 3Y | +37.3% | -10.7% | +48.0% | +38.8% |
| All | +75.6% | -13.2% | +88.8% | +75.0% |
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