+175.9%
SLV vs KEY
+121.9%
+54.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +2.5% |
| 7D | +5.6% | -0.4% | +6.0% | +5.7% |
| 30D | -12.1% | +7.2% | -19.3% | -12.5% |
| 3M | -16.3% | -4.9% | -11.4% | -16.1% |
| 6M | -34.1% | +1.1% | -35.1% | -34.1% |
| YTD | -25.3% | +6.8% | -32.1% | -25.6% |
| 1Y | +9.6% | +23.3% | -13.7% | +8.3% |
| 3Y | +132.7% | +126.1% | +6.6% | +122.5% |
| 5Y | +113.7% | +15.2% | +98.5% | +108.9% |
| 10Y | +175.9% | +113.6% | +62.3% | +183.4% |
| All | +175.9% | +121.9% | +54.0% | +183.4% |
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