+205.0%
GLD vs KHC
-53.9%
+258.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.7% |
| 7D | +4.7% | +1.1% | +3.6% | +4.7% |
| 30D | -0.9% | +12.0% | -12.9% | -1.3% |
| 3M | -4.4% | +0.2% | -4.6% | -4.4% |
| 6M | -13.6% | +10.3% | -23.9% | -14.0% |
| YTD | -6.0% | +6.7% | -12.7% | -6.4% |
| 1Y | +1.8% | +10.9% | -9.1% | +1.2% |
| 3Y | +103.2% | -12.6% | +115.8% | +103.3% |
| 5Y | +119.3% | -16.3% | +135.6% | +119.5% |
| All | +205.0% | -53.9% | +258.9% | +208.7% |
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