+277.1%
LMT vs KHC
-41.6%
+318.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.3% |
| 7D | -6.3% | -1.8% | -4.5% | -5.9% |
| 30D | -8.5% | -1.9% | -6.6% | -8.2% |
| 3M | +1.8% | +14.4% | -12.6% | -2.0% |
| 6M | -19.9% | +8.7% | -28.7% | -22.1% |
| YTD | +10.6% | +7.8% | +2.8% | +7.6% |
| 1Y | +17.9% | -1.5% | +19.5% | +17.3% |
| 3Y | +27.0% | -9.9% | +36.8% | +27.8% |
| 5Y | +68.7% | -10.7% | +79.4% | +68.2% |
| 10Y | +181.1% | -55.7% | +236.8% | +188.3% |
| All | +277.1% | -41.6% | +318.6% | +253.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling