+171.7%
SLV vs KEEL
+186.7%
-14.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -7.3% | +2.0% | -4.6% |
| 7D | -5.0% | +2.7% | -7.7% | -5.3% |
| 30D | -1.8% | +4.6% | -6.4% | -2.4% |
| 3M | -0.3% | -34.5% | +34.2% | +2.4% |
| 6M | -28.2% | +59.3% | -87.5% | -32.0% |
| YTD | -10.7% | +46.4% | -57.1% | -15.5% |
| 1Y | +53.7% | +96.6% | -42.9% | +41.9% |
| All | +171.7% | +186.7% | -14.9% | +150.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling