+2.8%
GLD vs KMI
+26.0%
-23.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.1% | +7.8% | +3.3% |
| 7D | -0.3% | -5.2% | +5.0% | -0.7% |
| 30D | -1.9% | +1.2% | -3.1% | -1.9% |
| 3M | -0.4% | +1.3% | -1.8% | -0.7% |
| 6M | -10.2% | -1.1% | -9.0% | -10.3% |
| YTD | -6.0% | +19.0% | -25.0% | -9.8% |
| 1Y | +2.8% | +26.6% | -23.8% | -2.9% |
| All | +2.8% | +26.0% | -23.2% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 1y: compounded portfolio wealth divided by compounded KMI 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…
1y analysis · Full analysis span regression · 6 months rolling