+299.1%
SLV vs KHC
-41.6%
+340.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -0.3% | -1.8% | +1.4% | -0.2% |
| 30D | +6.7% | -1.9% | +8.6% | +6.8% |
| 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% | -8.0% |
| 1Y | +62.0% | -1.5% | +63.5% | +61.6% |
| 3Y | +169.8% | -9.9% | +179.7% | +169.7% |
| 5Y | +161.5% | -10.7% | +172.2% | +161.1% |
| 10Y | +224.4% | -55.7% | +280.1% | +226.2% |
| All | +299.1% | -41.6% | +340.6% | +299.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling