+207.4%
GLD vs KMI
+107.5%
+99.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | +4.4% | +0.9% | +3.5% | +4.3% |
| 3M | -1.1% | 0.0% | -1.1% | -1.1% |
| 6M | -13.8% | -5.7% | -8.1% | -13.7% |
| YTD | +2.6% | +17.5% | -14.8% | +2.0% |
| 1Y | +24.5% | +22.3% | +2.2% | +23.5% |
| 3Y | +125.8% | +111.9% | +13.9% | +120.3% |
| 5Y | +137.8% | +151.8% | -14.1% | +131.2% |
| 10Y | +221.4% | +138.7% | +82.7% | +211.2% |
| All | +207.4% | +107.5% | +99.9% | +216.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling