+218.9%
SLV vs KHC
-55.7%
+274.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +2.5% | -2.2% | +4.7% | +2.7% |
| 30D | +3.3% | -0.1% | +3.3% | +3.2% |
| 3M | -3.6% | +8.3% | -11.9% | -4.5% |
| 6M | -21.8% | +5.0% | -26.8% | -22.4% |
| YTD | -7.8% | +8.0% | -15.8% | -8.8% |
| 1Y | +58.3% | -1.1% | +59.4% | +57.8% |
| 3Y | +182.6% | -10.7% | +193.3% | +182.7% |
| 5Y | +167.8% | -13.5% | +181.3% | +168.0% |
| 10Y | +218.9% | -55.4% | +274.3% | +230.8% |
| All | +218.9% | -55.7% | +274.5% | +230.8% |
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