+219.5%
SLV vs KR
+944.3%
-724.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.2% |
| 7D | -5.8% | +4.6% | -10.4% | -5.9% |
| 30D | -12.1% | +12.2% | -24.3% | -12.2% |
| 3M | -24.1% | +24.6% | -48.7% | -24.3% |
| 6M | -44.4% | +8.2% | -52.6% | -44.4% |
| YTD | -31.5% | +15.3% | -46.8% | -31.7% |
| 1Y | -6.9% | +9.8% | -16.7% | -7.1% |
| 3Y | +116.0% | +71.4% | +44.7% | +113.0% |
| 5Y | +88.4% | +85.1% | +3.4% | +85.1% |
| 10Y | +167.9% | +159.4% | +8.6% | +159.1% |
| All | +219.5% | +944.3% | -724.8% | +192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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