+10.3%
SLV vs KIM
+33.1%
-22.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.6% | +1.6% | +5.7% |
| 7D | -3.9% | +10.6% | -14.5% | -2.1% |
| 30D | -14.5% | +17.5% | -31.9% | -12.0% |
| 3M | -12.4% | +4.7% | -17.1% | -11.5% |
| 6M | -28.5% | +13.1% | -41.6% | -27.5% |
| YTD | -26.8% | +32.1% | -58.9% | -20.1% |
| 1Y | +10.3% | +32.7% | -22.3% | +19.9% |
| All | +10.3% | +33.1% | -22.8% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling