+62.0%
SLV vs KEYS
+98.0%
-36.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | -0.3% | +2.3% | -2.6% | -1.0% |
| 30D | +6.7% | -2.6% | +9.3% | +7.3% |
| 3M | -10.7% | -4.6% | -6.1% | -10.2% |
| 6M | -20.6% | +8.7% | -29.3% | -23.2% |
| YTD | -7.1% | +61.0% | -68.2% | -17.9% |
| 1Y | +62.0% | +96.0% | -34.0% | +43.0% |
| All | +62.0% | +98.0% | -36.0% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling