+2,323.7%
KLAC vs SLV
+178.7%
+2,145.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.3% |
| 7D | +21.2% | -3.9% | +25.0% | +22.6% |
| 30D | -14.5% | -15.6% | +1.1% | -10.2% |
| 3M | -24.4% | -23.6% | -0.8% | -18.4% |
| 6M | -12.9% | -42.6% | +29.6% | +1.6% |
| YTD | +29.9% | -30.0% | +59.9% | +40.9% |
| 1Y | +31.9% | -6.6% | +38.5% | +31.5% |
| 3Y | +201.5% | +121.8% | +79.7% | +135.9% |
| 5Y | +298.6% | +92.7% | +205.9% | +215.3% |
| All | +2,323.7% | +178.7% | +2,145.0% | +1,490.2% |
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