+270.6%
SLV vs KEEL
+312.2%
-41.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.2% | -1.1% |
| 7D | +2.5% | +21.5% | -19.0% | +1.4% |
| 30D | +3.3% | -3.9% | +7.1% | +3.3% |
| 3M | -3.6% | -34.1% | +30.5% | -2.2% |
| 6M | -21.8% | +82.8% | -104.7% | -24.8% |
| YTD | -7.8% | +58.7% | -66.6% | -10.9% |
| 1Y | +58.3% | +191.4% | -133.1% | +47.9% |
| 3Y | +182.6% | +205.7% | -23.2% | +156.3% |
| 5Y | +167.8% | -37.0% | +204.8% | +146.3% |
| All | +270.6% | +312.2% | -41.6% | +193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling