+121.6%
GLD vs KMI
+136.1%
-14.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.2% | +1.7% |
| 7D | +4.9% | -6.5% | +11.5% | +5.5% |
| 30D | -1.3% | -5.1% | +3.8% | -1.0% |
| 3M | -4.8% | 0.0% | -4.7% | -5.0% |
| 6M | -12.5% | -0.9% | -11.6% | -12.8% |
| YTD | -4.2% | +15.4% | -19.6% | -6.5% |
| 1Y | +3.0% | +19.5% | -16.4% | +0.1% |
| 3Y | +109.1% | +116.3% | -7.2% | +85.1% |
| 5Y | +121.6% | +136.6% | -15.0% | +96.3% |
| All | +121.6% | +136.1% | -14.6% | +96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling