+333.1%
SLV vs KR
+764.2%
-431.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | +1.5% | -1.8% | -0.3% |
| 30D | +6.7% | +4.1% | +2.6% | +6.6% |
| 3M | -10.7% | -5.2% | -5.5% | -10.6% |
| 6M | -20.6% | -12.8% | -7.8% | -20.5% |
| YTD | -7.1% | -4.6% | -2.5% | -7.2% |
| 1Y | +62.0% | -11.7% | +73.7% | +62.1% |
| 3Y | +169.8% | +36.3% | +133.6% | +166.7% |
| 5Y | +161.5% | +40.0% | +121.5% | +157.8% |
| 10Y | +224.4% | +122.2% | +102.2% | +213.5% |
| All | +333.1% | +764.2% | -431.1% | +297.1% |
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