+236.5%
SLV vs KMX
+207.0%
+29.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.6% | -3.5% |
| 7D | +3.7% | +1.5% | +2.1% | +3.5% |
| 30D | -15.2% | +3.0% | -18.2% | -15.4% |
| 3M | -21.8% | -7.8% | -14.0% | -21.3% |
| 6M | -36.3% | +34.3% | -70.7% | -38.3% |
| YTD | -27.8% | +40.2% | -68.1% | -30.5% |
| 1Y | +1.5% | +63.0% | -61.5% | -3.5% |
| 3Y | +128.5% | -14.5% | +143.0% | +125.8% |
| 5Y | +103.2% | -64.3% | +167.6% | +114.3% |
| 10Y | +164.7% | +2.8% | +161.9% | +141.8% |
| All | +236.5% | +207.0% | +29.5% | +152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling