+62.0%
SLV vs KWEB
-27.0%
+89.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -2.6% |
| 7D | -0.3% | -1.0% | +0.7% | +0.4% |
| 30D | +6.7% | -8.7% | +15.4% | +13.8% |
| 3M | -10.7% | -4.0% | -6.7% | -8.4% |
| 6M | -20.6% | -13.1% | -7.5% | -11.0% |
| YTD | -7.1% | -23.5% | +16.4% | +16.4% |
| 1Y | +62.0% | -27.2% | +89.1% | +112.1% |
| All | +62.0% | -27.0% | +89.0% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 1y: compounded portfolio wealth divided by compounded KWEB 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…
1y analysis · Full analysis span regression · 6 months rolling