+218.9%
SLV vs KDP
+175.4%
+43.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | +2.5% | +2.1% | +0.4% | +2.3% |
| 30D | +3.3% | +8.5% | -5.2% | +2.4% |
| 3M | -3.6% | +6.6% | -10.2% | -4.3% |
| 6M | -21.8% | +17.1% | -38.9% | -23.3% |
| YTD | -7.8% | +19.0% | -26.9% | -9.7% |
| 1Y | +58.3% | +21.8% | +36.5% | +54.5% |
| 3Y | +182.6% | +6.4% | +176.1% | +178.3% |
| 5Y | +167.8% | +5.1% | +162.6% | +163.7% |
| 10Y | +218.9% | +175.8% | +43.0% | +199.7% |
| All | +218.9% | +175.4% | +43.5% | +199.7% |
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