+239.3%
SLV vs KEY
+10.5%
+228.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +5.1% | -1.3% | +6.4% | +5.2% |
| 30D | -12.9% | +5.1% | -18.1% | -13.1% |
| 3M | -16.1% | -7.1% | -9.0% | -15.8% |
| 6M | -33.2% | -4.4% | -28.8% | -33.0% |
| YTD | -27.2% | +4.0% | -31.3% | -27.4% |
| 1Y | +7.6% | +23.4% | -15.8% | +6.4% |
| 3Y | +122.3% | +113.9% | +8.4% | +113.2% |
| 5Y | +109.7% | +12.3% | +97.4% | +105.3% |
| 10Y | +168.4% | +125.5% | +43.0% | +148.7% |
| All | +239.3% | +10.5% | +228.8% | +197.6% |
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