+333.1%
SLV vs KMB
+285.2%
+47.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | -0.3% | -3.0% | +2.7% | -0.1% |
| 30D | +6.7% | -5.5% | +12.2% | +7.2% |
| 3M | -10.7% | +14.0% | -24.7% | -11.9% |
| 6M | -20.6% | +4.1% | -24.7% | -21.0% |
| YTD | -7.1% | +8.0% | -15.2% | -7.9% |
| 1Y | +62.0% | -13.7% | +75.7% | +63.6% |
| 3Y | +169.8% | -5.9% | +175.8% | +168.7% |
| 5Y | +161.5% | -8.6% | +170.1% | +160.4% |
| 10Y | +224.4% | +17.3% | +207.1% | +212.5% |
| All | +333.1% | +285.2% | +47.9% | +245.6% |
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