+262.9%
SLV vs KEYS
+1,086.4%
-823.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.4% |
| 7D | +2.8% | +2.9% | -0.1% | +2.4% |
| 30D | +2.2% | -1.3% | +3.5% | +2.3% |
| 3M | +2.9% | -0.1% | +3.0% | +2.6% |
| 6M | -22.4% | +17.4% | -39.8% | -24.2% |
| YTD | -5.7% | +62.9% | -68.7% | -11.5% |
| 1Y | +63.3% | +95.7% | -32.4% | +50.0% |
| 3Y | +189.0% | +150.2% | +38.8% | +157.4% |
| 5Y | +172.7% | +83.1% | +89.6% | +147.4% |
| 10Y | +235.3% | +1,020.9% | -785.6% | +176.5% |
| All | +262.9% | +1,086.4% | -823.5% | +209.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling