+2,247.0%
KLAC vs SLV
+172.6%
+2,074.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.5% |
| 7D | +10.0% | -5.8% | +15.8% | +12.0% |
| 30D | -14.8% | -12.1% | -2.7% | -11.5% |
| 3M | -27.2% | -24.1% | -3.0% | -21.2% |
| 6M | -17.5% | -44.4% | +26.9% | -2.7% |
| YTD | +25.8% | -31.5% | +57.3% | +37.4% |
| 1Y | +31.8% | -6.9% | +38.8% | +31.6% |
| 3Y | +195.3% | +116.0% | +79.3% | +132.8% |
| 5Y | +285.9% | +88.4% | +197.5% | +207.4% |
| All | +2,247.0% | +172.6% | +2,074.4% | +1,450.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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