+218.9%
SLV vs KGC
+645.2%
-426.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | +0.2% |
| 7D | +2.5% | +2.4% | +0.1% | +1.5% |
| 30D | +3.3% | +9.2% | -6.0% | -0.6% |
| 3M | -3.6% | +16.7% | -20.3% | -9.8% |
| 6M | -21.8% | -7.0% | -14.8% | -19.5% |
| YTD | -7.8% | +7.5% | -15.3% | -7.6% |
| 1Y | +58.3% | +34.4% | +23.9% | +46.6% |
| 3Y | +182.6% | +552.0% | -369.4% | +48.1% |
| 5Y | +167.8% | +454.5% | -286.7% | +42.4% |
| 10Y | +218.9% | +658.7% | -439.8% | +52.2% |
| All | +218.9% | +645.2% | -426.3% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 10y: compounded portfolio wealth divided by compounded KGC 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…
10y analysis · Full analysis span regression · 6 months rolling