+124.5%
GLD vs KMI
+121.9%
+2.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.6% | -1.8% |
| 7D | +0.7% | -0.4% | +1.1% | +0.8% |
| 30D | +0.3% | +3.7% | -3.3% | 0.0% |
| 3M | +0.6% | +3.2% | -2.5% | +0.2% |
| 6M | -15.6% | -3.0% | -12.6% | -15.4% |
| YTD | +0.9% | +19.7% | -18.8% | -1.5% |
| 1Y | +19.4% | +25.6% | -6.2% | +15.8% |
| 3Y | +124.5% | +120.2% | +4.2% | +95.0% |
| All | +124.5% | +121.9% | +2.5% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling