+262.8%
SLV vs KEEL
+294.5%
-31.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +0.9% |
| 7D | -2.8% | +2.9% | -5.7% | -3.0% |
| 30D | -1.6% | +0.8% | -2.4% | -1.7% |
| 3M | -4.4% | -35.3% | +30.9% | -2.9% |
| 6M | -25.4% | +59.4% | -84.8% | -27.7% |
| YTD | -9.8% | +51.9% | -61.7% | -12.6% |
| 1Y | +53.8% | +75.0% | -21.2% | +47.0% |
| 3Y | +174.7% | +224.5% | -49.9% | +148.9% |
| 5Y | +164.3% | -35.9% | +200.2% | +143.2% |
| All | +262.8% | +294.5% | -31.7% | +187.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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