+184.2%
SLV vs KGC
+562.0%
-377.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | +0.2% |
| 7D | -0.3% | -1.3% | +0.9% | +0.4% |
| 30D | +6.7% | +20.3% | -13.6% | -5.7% |
| 3M | -10.7% | +8.1% | -18.8% | -15.6% |
| 6M | -20.6% | -8.8% | -11.8% | -16.9% |
| YTD | -7.1% | +10.1% | -17.2% | -7.9% |
| 1Y | +62.0% | +44.2% | +17.8% | +42.3% |
| All | +184.2% | +562.0% | -377.8% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling