+213.0%
SLV vs KWEB
+24.8%
+188.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | -0.4% |
| 7D | +2.5% | -1.3% | +3.8% | +2.7% |
| 30D | +3.3% | -11.5% | +14.8% | +5.1% |
| 3M | -3.6% | -2.9% | -0.7% | -3.3% |
| 6M | -21.8% | -14.6% | -7.2% | -19.9% |
| YTD | -7.8% | -25.5% | +17.7% | -3.6% |
| 1Y | +58.3% | -31.1% | +89.4% | +67.0% |
| 3Y | +182.6% | +3.0% | +179.6% | +181.3% |
| 5Y | +167.8% | -42.6% | +210.4% | +177.7% |
| 10Y | +218.9% | -21.1% | +240.0% | +215.9% |
| All | +213.0% | +24.8% | +188.1% | +208.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling