+165.7%
SLV vs KDP
+6.0%
+159.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | -0.3% | +1.3% | -1.6% | -0.4% |
| 30D | +6.7% | +6.0% | +0.7% | +6.3% |
| 3M | -10.7% | +9.2% | -19.9% | -11.3% |
| 6M | -20.6% | +14.7% | -35.3% | -21.6% |
| YTD | -7.1% | +19.2% | -26.3% | -8.4% |
| 1Y | +62.0% | +15.2% | +46.8% | +60.1% |
| 3Y | +169.8% | +6.0% | +163.9% | +167.2% |
| All | +165.7% | +6.0% | +159.7% | +165.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling