+333.1%
SLV vs KGC
+199.7%
+133.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.3% |
| 7D | -0.3% | -1.3% | +0.9% | +0.2% |
| 30D | +6.7% | +20.3% | -13.6% | -0.8% |
| 3M | -10.7% | +8.1% | -18.8% | -13.4% |
| 6M | -20.6% | -8.8% | -11.8% | -17.7% |
| YTD | -7.1% | +10.1% | -17.2% | -8.0% |
| 1Y | +62.0% | +44.2% | +17.8% | +45.6% |
| 3Y | +169.8% | +533.0% | -363.2% | +38.8% |
| 5Y | +161.5% | +443.0% | -281.5% | +36.7% |
| 10Y | +224.4% | +678.6% | -454.2% | +30.0% |
| All | +333.1% | +199.7% | +133.4% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling