+165.7%
SLV vs KEY
+40.7%
+125.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -0.3% | +2.2% | -2.5% | -0.5% |
| 30D | +6.7% | -3.0% | +9.7% | +6.9% |
| 3M | -10.7% | +3.3% | -14.0% | -10.9% |
| 6M | -20.6% | +9.2% | -29.8% | -21.1% |
| YTD | -7.1% | +10.6% | -17.8% | -7.8% |
| 1Y | +62.0% | +20.4% | +41.6% | +60.0% |
| 3Y | +169.8% | +121.8% | +48.0% | +159.4% |
| All | +165.7% | +40.7% | +125.0% | +142.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling