+183.2%
SLV vs KEY
+107.2%
+76.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | -14.2% | +6.7% | -20.9% | -14.5% |
| 3M | -20.3% | -4.6% | -15.7% | -20.1% |
| 6M | -40.2% | +2.6% | -42.8% | -40.3% |
| YTD | -27.6% | +7.0% | -34.5% | -27.9% |
| 1Y | +0.4% | +23.5% | -23.0% | -0.8% |
| 3Y | +129.4% | +126.4% | +3.0% | +119.0% |
| 5Y | +99.8% | +13.0% | +86.8% | +95.5% |
| 10Y | +183.2% | +99.5% | +83.8% | +177.0% |
| All | +183.2% | +107.2% | +76.0% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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