+182.0%
SLV vs KIM
+63.0%
+119.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -3.9% | -0.7% | -3.2% | -3.8% |
| 30D | -15.6% | +13.4% | -29.1% | -16.7% |
| 3M | -23.6% | +6.5% | -30.1% | -24.1% |
| 6M | -42.6% | +10.6% | -53.1% | -43.2% |
| YTD | -30.0% | +29.9% | -59.9% | -31.9% |
| 1Y | -6.6% | +29.6% | -36.2% | -9.2% |
| 3Y | +121.8% | +64.1% | +57.8% | +110.0% |
| 5Y | +92.7% | +35.3% | +57.4% | +84.6% |
| All | +182.0% | +63.0% | +119.0% | +182.4% |
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