+218.9%
SLV vs KIM
+29.1%
+189.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -0.8% |
| 7D | +2.5% | -0.3% | +2.8% | +2.5% |
| 30D | +3.3% | -1.7% | +5.0% | +3.4% |
| 3M | -3.6% | -0.8% | -2.8% | -3.6% |
| 6M | -21.8% | +4.4% | -26.2% | -22.2% |
| YTD | -7.8% | +21.2% | -29.1% | -9.8% |
| 1Y | +58.3% | +10.5% | +47.7% | +56.3% |
| 3Y | +182.6% | +47.5% | +135.1% | +170.0% |
| 5Y | +167.8% | +37.1% | +130.7% | +156.5% |
| 10Y | +218.9% | +29.5% | +189.4% | +227.5% |
| All | +218.9% | +29.1% | +189.7% | +227.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling