+779.6%
KO vs SLV
+242.1%
+537.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.0% |
| 7D | +3.7% | -5.8% | +9.6% | +4.1% |
| 30D | +8.1% | -12.1% | +20.3% | +8.8% |
| 3M | +14.2% | -24.1% | +38.3% | +15.8% |
| 6M | +25.2% | -44.4% | +69.6% | +29.1% |
| YTD | +44.7% | -31.5% | +76.2% | +45.5% |
| 1Y | +43.4% | -6.9% | +50.3% | +40.7% |
| 3Y | +90.1% | +116.0% | -25.9% | +73.4% |
| 5Y | +103.0% | +88.4% | +14.5% | +86.1% |
| 10Y | +229.8% | +167.9% | +61.9% | +190.5% |
| All | +779.6% | +242.1% | +537.5% | +608.7% |
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