+219.9%
SLV vs KNX
+166.7%
+53.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.2% |
| 7D | -2.8% | -5.6% | +2.7% | -2.5% |
| 30D | -1.6% | -4.4% | +2.8% | -1.4% |
| 3M | -4.4% | -17.3% | +12.9% | -3.5% |
| 6M | -25.4% | +22.6% | -48.0% | -26.3% |
| YTD | -9.8% | +31.1% | -40.9% | -11.3% |
| 1Y | +53.8% | +60.2% | -6.4% | +49.5% |
| 3Y | +174.7% | +35.8% | +138.9% | +167.6% |
| 5Y | +164.3% | +38.9% | +125.4% | +156.2% |
| All | +219.9% | +166.7% | +53.1% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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