+239.8%
SLV vs KEY
+11.1%
+228.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.3% | -0.3% |
| 7D | -0.7% | -2.5% | +1.7% | -0.6% |
| 30D | -15.4% | +4.1% | -19.4% | -15.5% |
| 3M | -16.3% | -8.4% | -7.9% | -15.9% |
| 6M | -28.8% | -2.3% | -26.5% | -28.7% |
| YTD | -27.1% | +4.6% | -31.7% | -27.4% |
| 1Y | +7.5% | +24.6% | -17.0% | +6.3% |
| 3Y | +121.2% | +112.8% | +8.4% | +112.1% |
| 5Y | +110.0% | +12.9% | +97.1% | +105.5% |
| 10Y | +168.8% | +126.7% | +42.1% | +148.9% |
| All | +239.8% | +11.1% | +228.7% | +197.8% |
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 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