+92.7%
SLV vs KMB
-3.2%
+95.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.7% | -3.2% |
| 7D | -3.9% | -3.0% | -0.9% | -3.7% |
| 30D | -15.6% | +9.1% | -24.7% | -15.9% |
| 3M | -23.6% | -0.4% | -23.2% | -23.6% |
| 6M | -42.6% | +13.0% | -55.5% | -42.8% |
| YTD | -30.0% | +10.3% | -40.3% | -30.0% |
| 1Y | -6.6% | +8.2% | -14.8% | -6.6% |
| 3Y | +121.8% | +0.4% | +121.5% | +117.7% |
| 5Y | +92.7% | -2.7% | +95.4% | +90.3% |
| All | +92.7% | -3.2% | +95.9% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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