+90.1%
KO vs SLV
+118.7%
-28.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +1.8% |
| 7D | +3.7% | -5.8% | +9.6% | +3.6% |
| 30D | +8.1% | -12.1% | +20.3% | +7.7% |
| 3M | +14.2% | -24.1% | +38.3% | +13.4% |
| 6M | +25.2% | -44.4% | +69.6% | +24.0% |
| YTD | +44.7% | -31.5% | +76.2% | +43.8% |
| 1Y | +43.4% | -6.9% | +50.3% | +43.3% |
| 3Y | +90.1% | +116.0% | -25.9% | +84.3% |
| All | +90.1% | +118.7% | -28.6% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling