+183.2%
SLV vs KMX
+2.4%
+180.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.4% |
| 7D | -1.1% | -2.3% | +1.2% | -0.9% |
| 30D | -14.2% | +6.3% | -20.5% | -14.7% |
| 3M | -20.3% | -7.4% | -13.0% | -19.9% |
| 6M | -40.2% | +37.9% | -78.1% | -42.0% |
| YTD | -27.6% | +39.5% | -67.1% | -30.0% |
| 1Y | +0.4% | +57.9% | -57.4% | -3.8% |
| 3Y | +129.4% | -15.0% | +144.3% | +126.6% |
| 5Y | +99.8% | -64.1% | +163.9% | +110.2% |
| 10Y | +183.2% | -1.6% | +184.9% | +164.0% |
| All | +183.2% | +2.4% | +180.9% | +164.0% |
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