+337.9%
LMT vs KHC
-42.9%
+380.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +2.5% | -4.6% | +7.1% | +3.7% |
| 30D | +19.2% | +8.1% | +11.1% | +16.8% |
| 3M | +2.7% | 0.0% | +2.7% | +2.4% |
| 6M | +20.6% | +7.9% | +12.7% | +17.6% |
| YTD | +28.4% | +5.3% | +23.2% | +25.5% |
| 1Y | +36.9% | +5.1% | +31.8% | +33.8% |
| 3Y | +48.5% | -12.8% | +61.3% | +50.7% |
| 5Y | +107.6% | -16.2% | +123.8% | +110.4% |
| 10Y | +206.5% | -52.3% | +258.7% | +207.8% |
| All | +337.9% | -42.9% | +380.9% | +312.1% |
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