+263.0%
GLD vs KHC
-41.6%
+304.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.8% |
| 7D | -0.5% | -1.8% | +1.2% | -0.5% |
| 30D | +4.4% | -1.9% | +6.3% | +4.4% |
| 3M | -1.1% | +14.4% | -15.5% | -1.5% |
| 6M | -13.8% | +8.7% | -22.5% | -14.1% |
| YTD | +2.6% | +7.8% | -5.1% | +2.3% |
| 1Y | +24.5% | -1.5% | +26.0% | +24.4% |
| 3Y | +125.8% | -9.9% | +135.7% | +125.8% |
| 5Y | +137.8% | -10.7% | +148.5% | +137.7% |
| 10Y | +221.4% | -55.7% | +277.1% | +213.5% |
| All | +263.0% | -41.6% | +304.6% | +259.0% |
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