+2,934.0%
KLAC vs SLV
+238.8%
+2,695.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.3% | -5.5% | -3.9% |
| 7D | +6.2% | +2.8% | +3.4% | +5.3% |
| 30D | -5.0% | +2.2% | -7.2% | -5.7% |
| 3M | -14.4% | +2.9% | -17.3% | -15.4% |
| 6M | +28.3% | -22.4% | +50.7% | +36.4% |
| YTD | +51.1% | -5.7% | +56.8% | +50.4% |
| 1Y | +100.4% | +63.3% | +37.1% | +70.7% |
| 3Y | +276.3% | +189.0% | +87.3% | +174.0% |
| 5Y | +452.1% | +172.7% | +279.4% | +298.9% |
| All | +2,934.0% | +238.8% | +2,695.1% | +1,766.3% |
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