+89.9%
SLV vs KWEB
-47.2%
+137.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -5.8% | -7.8% | +2.0% | -4.5% |
| 30D | -12.1% | -6.4% | -5.7% | -11.1% |
| 3M | -24.1% | -14.6% | -9.5% | -22.1% |
| 6M | -44.4% | -25.0% | -19.3% | -41.7% |
| YTD | -31.5% | -32.7% | +1.2% | -26.9% |
| 1Y | -6.9% | -37.3% | +30.4% | +0.2% |
| 3Y | +116.0% | -5.9% | +121.9% | +120.5% |
| All | +89.9% | -47.2% | +137.1% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling