+182.0%
SLV vs KHC
-51.7%
+233.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.1% | -3.3% |
| 7D | -3.9% | -3.3% | -0.5% | -3.6% |
| 30D | -15.6% | +9.1% | -24.8% | -16.3% |
| 3M | -23.6% | +1.4% | -25.0% | -23.8% |
| 6M | -42.6% | +8.4% | -50.9% | -43.2% |
| YTD | -30.0% | +6.2% | -36.1% | -30.6% |
| 1Y | -6.6% | +5.7% | -12.3% | -7.4% |
| 3Y | +121.8% | -12.0% | +133.9% | +122.1% |
| 5Y | +92.7% | -15.3% | +108.0% | +93.2% |
| All | +182.0% | -51.7% | +233.7% | +179.1% |
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 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