+816.6%
GLD vs KIM
+140.2%
+676.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | +4.4% | -4.0% | +8.4% | +4.4% |
| 3M | -1.1% | +0.5% | -1.6% | -1.1% |
| 6M | -13.8% | +3.6% | -17.4% | -13.8% |
| YTD | +2.6% | +20.4% | -17.8% | +2.5% |
| 1Y | +24.5% | +9.7% | +14.8% | +24.4% |
| 3Y | +125.8% | +46.0% | +79.9% | +124.9% |
| 5Y | +137.8% | +34.4% | +103.4% | +136.9% |
| 10Y | +221.4% | +29.3% | +192.1% | +220.0% |
| All | +816.6% | +140.2% | +676.4% | +765.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling