+3,546.5%
LRCX vs KHC
-54.5%
+3,600.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.8% | -5.4% |
| 7D | +1.8% | -2.5% | +4.3% | +2.4% |
| 30D | -4.3% | +0.5% | -4.8% | -4.6% |
| 3M | -7.3% | +3.0% | -10.4% | -9.3% |
| 6M | +38.6% | +6.6% | +31.9% | +34.0% |
| YTD | +74.4% | +5.8% | +68.6% | +68.0% |
| 1Y | +179.1% | -2.2% | +181.3% | +174.5% |
| 3Y | +357.7% | -12.5% | +370.2% | +353.5% |
| 5Y | +424.9% | -13.6% | +438.5% | +408.1% |
| All | +3,546.5% | -54.5% | +3,600.9% | +3,648.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling