+175.9%
SLV vs KHC
-54.7%
+230.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.8% |
| 7D | +5.6% | -2.0% | +7.7% | +5.8% |
| 30D | -12.1% | +9.7% | -21.8% | -12.8% |
| 3M | -16.3% | -2.0% | -14.3% | -16.2% |
| 6M | -34.1% | +5.4% | -39.5% | -34.6% |
| YTD | -25.3% | +5.9% | -31.2% | -25.9% |
| 1Y | +9.6% | +7.5% | +2.1% | +8.5% |
| 3Y | +132.7% | -12.4% | +145.1% | +133.1% |
| 5Y | +113.7% | -15.8% | +129.5% | +114.3% |
| 10Y | +175.9% | -54.1% | +229.9% | +180.3% |
| All | +175.9% | -54.7% | +230.6% | +180.3% |
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