+104.1%
GLD vs KHC
-13.3%
+117.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | 0.0% |
| 7D | -4.6% | +2.0% | -6.6% | -4.7% |
| 30D | -5.5% | +10.6% | -16.1% | -5.9% |
| 3M | -10.9% | +0.5% | -11.4% | -10.9% |
| 6M | -17.4% | +12.1% | -29.5% | -18.2% |
| YTD | -10.3% | +8.9% | -19.2% | -11.0% |
| 1Y | -7.2% | +7.5% | -14.6% | -7.8% |
| 3Y | +96.9% | -10.7% | +107.6% | +96.6% |
| All | +104.1% | -13.3% | +117.4% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling