+171.1%
SLV vs KDP
+231.8%
-60.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +5.1% | +2.2% | +2.9% | +4.9% |
| 30D | -12.9% | +19.9% | -32.9% | -14.4% |
| 3M | -16.1% | +21.5% | -37.6% | -17.6% |
| 6M | -33.2% | +30.1% | -63.3% | -35.0% |
| YTD | -27.2% | +34.9% | -62.2% | -29.5% |
| 1Y | +7.6% | +43.4% | -35.8% | +3.7% |
| 3Y | +122.3% | +29.1% | +93.3% | +114.8% |
| 5Y | +109.7% | +15.0% | +94.7% | +105.1% |
| All | +171.1% | +231.8% | -60.7% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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