+175.8%
SLV vs KMX
-2.3%
+178.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.3% |
| 7D | -5.8% | +3.4% | -9.2% | -6.1% |
| 30D | -12.1% | +6.8% | -19.0% | -12.7% |
| 3M | -24.1% | -11.4% | -12.7% | -23.4% |
| 6M | -44.4% | +43.6% | -88.0% | -46.3% |
| YTD | -31.5% | +37.7% | -69.2% | -33.7% |
| 1Y | -6.9% | +53.0% | -59.9% | -10.6% |
| 3Y | +116.0% | -16.3% | +132.3% | +113.7% |
| 5Y | +88.4% | -64.2% | +152.7% | +98.5% |
| All | +175.8% | -2.3% | +178.1% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling