+339.6%
SLV vs KNX
+375.9%
-36.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.8% | +5.1% | +2.5% |
| 7D | +2.8% | +2.3% | +0.5% | +2.6% |
| 30D | +2.2% | +0.5% | +1.7% | +2.1% |
| 3M | +2.9% | -14.1% | +17.0% | +4.0% |
| 6M | -22.4% | +19.8% | -42.2% | -23.7% |
| YTD | -5.7% | +32.7% | -38.5% | -8.1% |
| 1Y | +63.3% | +62.3% | +1.0% | +56.5% |
| 3Y | +189.0% | +36.8% | +152.2% | +178.3% |
| 5Y | +172.7% | +41.8% | +130.9% | +160.0% |
| 10Y | +235.3% | +169.7% | +65.6% | +195.4% |
| All | +339.6% | +375.9% | -36.2% | +247.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling