+333.1%
SLV vs KIM
+67.6%
+265.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.3% | +0.4% | -0.8% | -0.4% |
| 30D | +6.7% | -4.0% | +10.7% | +7.0% |
| 3M | -10.7% | +0.5% | -11.2% | -10.8% |
| 6M | -20.6% | +3.6% | -24.2% | -20.9% |
| YTD | -7.1% | +20.4% | -27.6% | -8.8% |
| 1Y | +62.0% | +9.7% | +52.3% | +60.3% |
| 3Y | +169.8% | +46.0% | +123.8% | +159.3% |
| 5Y | +161.5% | +34.4% | +127.0% | +151.9% |
| 10Y | +224.4% | +29.3% | +195.1% | +204.8% |
| All | +333.1% | +67.6% | +265.5% | +220.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling