+107.6%
LMT vs KHC
-16.5%
+124.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +2.5% | -4.6% | +7.1% | +3.5% |
| 30D | +19.2% | +8.1% | +11.1% | +17.3% |
| 3M | +2.7% | 0.0% | +2.7% | +2.4% |
| 6M | +20.6% | +7.9% | +12.7% | +18.0% |
| YTD | +28.4% | +5.3% | +23.2% | +25.9% |
| 1Y | +36.9% | +5.1% | +31.8% | +34.2% |
| 3Y | +48.5% | -12.8% | +61.3% | +50.8% |
| 5Y | +107.6% | -16.2% | +123.8% | +109.3% |
| All | +107.6% | -16.5% | +124.2% | +109.3% |
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