+118.6%
GLD vs KIM
+31.1%
+87.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +4.7% | +4.1% | +0.6% | +4.6% |
| 30D | -0.9% | +16.8% | -17.7% | -1.5% |
| 3M | -4.4% | +5.7% | -10.1% | -4.6% |
| 6M | -13.6% | +9.7% | -23.2% | -13.9% |
| YTD | -6.0% | +30.2% | -36.2% | -7.1% |
| 1Y | +1.8% | +32.1% | -30.3% | +0.5% |
| 3Y | +103.2% | +58.6% | +44.6% | +97.9% |
| All | +118.6% | +31.1% | +87.5% | +114.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling