+175.9%
SLV vs KGC
+496.6%
-320.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +1.5% |
| 7D | +5.6% | +11.1% | -5.5% | +1.0% |
| 30D | -12.1% | -3.7% | -8.4% | -10.7% |
| 3M | -16.3% | -17.2% | +0.9% | -9.7% |
| 6M | -34.1% | -27.3% | -6.8% | -25.0% |
| YTD | -25.3% | -18.5% | -6.7% | -16.1% |
| 1Y | +9.6% | -5.7% | +15.3% | +17.1% |
| 3Y | +132.7% | +336.5% | -203.8% | +42.0% |
| 5Y | +113.7% | +298.7% | -185.0% | +28.9% |
| 10Y | +175.9% | +538.5% | -362.7% | +42.1% |
| All | +175.9% | +496.6% | -320.7% | +42.1% |
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