+236.5%
SLV vs KMB
+306.5%
-70.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.4% |
| 7D | +3.7% | +6.0% | -2.4% | +3.1% |
| 30D | -15.2% | +13.5% | -28.6% | -16.1% |
| 3M | -21.8% | +3.8% | -25.5% | -22.1% |
| 6M | -36.3% | +15.6% | -51.9% | -37.3% |
| YTD | -27.8% | +14.0% | -41.9% | -28.8% |
| 1Y | +1.5% | +12.9% | -11.4% | +0.3% |
| 3Y | +128.5% | +3.7% | +124.8% | +125.4% |
| 5Y | +103.2% | -0.1% | +103.3% | +100.6% |
| 10Y | +164.7% | +41.1% | +123.6% | +148.8% |
| All | +236.5% | +306.5% | -70.0% | +167.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling