+183.2%
SLV vs KIM
+63.9%
+119.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.1% | -1.0% | -0.1% | -1.0% |
| 30D | -14.2% | +14.8% | -29.0% | -15.3% |
| 3M | -20.3% | +8.1% | -28.5% | -20.9% |
| 6M | -40.2% | +11.7% | -51.9% | -40.9% |
| YTD | -27.6% | +30.7% | -58.3% | -29.6% |
| 1Y | +0.4% | +29.7% | -29.3% | -2.3% |
| 3Y | +129.4% | +65.1% | +64.3% | +117.0% |
| 5Y | +99.8% | +34.7% | +65.1% | +91.5% |
| 10Y | +183.2% | +64.1% | +119.1% | +176.1% |
| All | +183.2% | +63.9% | +119.4% | +176.1% |
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