+333.1%
SLV vs KEY
+17.6%
+315.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -0.3% | +2.2% | -2.5% | -0.4% |
| 30D | +6.7% | -3.0% | +9.7% | +6.8% |
| 3M | -10.7% | +3.3% | -14.0% | -10.9% |
| 6M | -20.6% | +9.2% | -29.8% | -21.0% |
| YTD | -7.1% | +10.6% | -17.8% | -7.7% |
| 1Y | +62.0% | +20.4% | +41.6% | +60.3% |
| 3Y | +169.8% | +121.8% | +48.0% | +158.0% |
| 5Y | +161.5% | +41.1% | +120.3% | +153.0% |
| 10Y | +224.4% | +168.5% | +55.9% | +197.8% |
| All | +333.1% | +17.6% | +315.5% | +278.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling