+184.2%
SLV vs KHC
-10.5%
+194.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -0.3% | -1.8% | +1.4% | -0.3% |
| 30D | +6.7% | -1.9% | +8.6% | +6.7% |
| 3M | -10.7% | +14.4% | -25.1% | -11.9% |
| 6M | -20.6% | +8.7% | -29.3% | -21.4% |
| YTD | -7.1% | +7.8% | -14.9% | -7.9% |
| 1Y | +62.0% | -1.5% | +63.5% | +61.0% |
| All | +184.2% | -10.5% | +194.6% | +174.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling