+116.0%
SLV vs KHC
-9.8%
+125.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.2% |
| 7D | -5.8% | +2.0% | -7.9% | -5.9% |
| 30D | -12.1% | +10.6% | -22.7% | -12.3% |
| 3M | -24.1% | +0.5% | -24.6% | -24.1% |
| 6M | -44.4% | +12.1% | -56.4% | -44.9% |
| YTD | -31.5% | +8.9% | -40.4% | -31.9% |
| 1Y | -6.9% | +7.5% | -14.4% | -7.5% |
| 3Y | +116.0% | -10.7% | +126.7% | +100.6% |
| All | +116.0% | -9.8% | +125.8% | +100.6% |
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