+675.9%
KO vs SLV
+363.7%
+312.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -1.8% | -0.3% | -1.4% | -1.8% |
| 30D | +1.4% | +6.7% | -5.3% | +1.0% |
| 3M | +15.4% | -10.7% | +26.1% | +16.0% |
| 6M | +14.3% | -20.6% | +34.9% | +15.4% |
| YTD | +27.7% | -7.1% | +34.8% | +26.3% |
| 1Y | +32.7% | +62.0% | -29.3% | +25.6% |
| 3Y | +62.2% | +169.8% | -107.6% | +46.6% |
| 5Y | +80.0% | +161.5% | -81.5% | +62.1% |
| 10Y | +175.6% | +224.4% | -48.8% | +140.6% |
| All | +675.9% | +363.7% | +312.2% | +515.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling