+161.5%
SLV vs KNX
+39.7%
+121.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.3% | -5.7% | -5.3% |
| 7D | -5.0% | -0.5% | -4.5% | -5.0% |
| 30D | -1.8% | +1.0% | -2.8% | -1.9% |
| 3M | -0.3% | -12.6% | +12.4% | +0.7% |
| 6M | -28.2% | +21.1% | -49.3% | -29.5% |
| YTD | -10.7% | +33.2% | -43.9% | -13.1% |
| 1Y | +53.7% | +67.8% | -14.1% | +46.6% |
| 3Y | +173.7% | +37.3% | +136.4% | +162.5% |
| All | +161.5% | +39.7% | +121.8% | +140.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling