+174.7%
SLV vs KWEB
-2.3%
+176.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -2.8% | -5.6% | +2.7% | -1.0% |
| 30D | -1.6% | -10.7% | +9.1% | +2.1% |
| 3M | -4.4% | -7.4% | +3.0% | -2.3% |
| 6M | -25.4% | -19.3% | -6.1% | -20.0% |
| YTD | -9.8% | -27.8% | +18.0% | +0.2% |
| 1Y | +53.8% | -35.9% | +89.7% | +75.0% |
| 3Y | +174.7% | -1.9% | +176.6% | +179.2% |
| All | +174.7% | -2.3% | +176.9% | +179.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling