+186.8%
GLD vs KMI
+103.8%
+83.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.2% | +1.8% |
| 7D | +4.9% | -6.5% | +11.5% | +5.1% |
| 30D | -1.3% | -5.1% | +3.8% | -1.2% |
| 3M | -4.8% | 0.0% | -4.7% | -4.8% |
| 6M | -12.5% | -0.9% | -11.6% | -12.6% |
| YTD | -4.2% | +15.4% | -19.6% | -4.8% |
| 1Y | +3.0% | +19.5% | -16.4% | +2.3% |
| 3Y | +109.1% | +116.3% | -7.2% | +103.8% |
| 5Y | +121.6% | +136.6% | -15.0% | +115.6% |
| 10Y | +212.2% | +139.6% | +72.7% | +202.3% |
| All | +186.8% | +103.8% | +83.0% | +195.1% |
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