+106.9%
SLV vs KIM
+31.1%
+75.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +5.1% | +4.1% | +1.0% | +4.5% |
| 30D | -12.9% | +16.8% | -29.7% | -15.0% |
| 3M | -16.1% | +5.7% | -21.8% | -16.8% |
| 6M | -33.2% | +9.7% | -42.9% | -34.3% |
| YTD | -27.2% | +30.2% | -57.5% | -30.8% |
| 1Y | +7.6% | +32.1% | -24.5% | +2.1% |
| 3Y | +122.3% | +58.6% | +63.8% | +101.1% |
| All | +106.9% | +31.1% | +75.8% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling