+96.9%
GLD vs KHC
-9.8%
+106.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +0.1% |
| 7D | -4.6% | +2.0% | -6.6% | -4.6% |
| 30D | -5.5% | +10.6% | -16.1% | -5.7% |
| 3M | -10.9% | +0.5% | -11.4% | -10.9% |
| 6M | -17.4% | +12.1% | -29.5% | -18.0% |
| YTD | -10.3% | +8.9% | -19.2% | -10.9% |
| 1Y | -7.2% | +7.5% | -14.6% | -7.7% |
| 3Y | +96.9% | -10.7% | +107.6% | +91.5% |
| All | +96.9% | -9.8% | +106.7% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling