+212.2%
GLD vs KIM
+65.6%
+146.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.9% |
| 7D | +4.9% | +2.8% | +2.1% | +4.9% |
| 30D | -1.3% | +16.3% | -17.6% | -1.4% |
| 3M | -4.8% | +6.6% | -11.4% | -4.8% |
| 6M | -12.5% | +12.3% | -24.8% | -12.6% |
| YTD | -4.2% | +31.6% | -35.8% | -4.5% |
| 1Y | +3.0% | +31.5% | -28.5% | +2.8% |
| 3Y | +109.1% | +68.0% | +41.1% | +108.0% |
| 5Y | +121.6% | +38.7% | +82.9% | +120.6% |
| 10Y | +212.2% | +65.7% | +146.5% | +226.9% |
| All | +212.2% | +65.6% | +146.6% | +226.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling