+116.0%
SLV vs KIM
+65.6%
+50.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.2% |
| 7D | -5.8% | +0.1% | -6.0% | -5.9% |
| 30D | -12.1% | +14.1% | -26.2% | -13.3% |
| 3M | -24.1% | +6.0% | -30.1% | -24.5% |
| 6M | -44.4% | +13.2% | -57.6% | -45.3% |
| YTD | -31.5% | +30.4% | -61.9% | -34.0% |
| 1Y | -6.9% | +31.0% | -38.0% | -10.4% |
| 3Y | +116.0% | +67.6% | +48.4% | +94.4% |
| All | +116.0% | +65.6% | +50.4% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling