+96.6%
GLD vs KIM
+65.0%
+31.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.8% |
| 7D | -5.5% | -0.7% | -4.8% | -5.5% |
| 30D | -7.0% | +13.4% | -20.4% | -7.3% |
| 3M | -12.4% | +6.5% | -18.9% | -12.5% |
| 6M | -18.0% | +10.6% | -28.6% | -18.4% |
| YTD | -10.5% | +29.9% | -40.4% | -11.3% |
| 1Y | -8.1% | +29.6% | -37.6% | -9.0% |
| All | +96.6% | +65.0% | +31.6% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling