+176.0%
GLD vs KMI
+110.6%
+65.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | -4.4% | -3.7% | -0.8% | -4.4% |
| 3M | -8.9% | +1.2% | -10.2% | -9.0% |
| 6M | -16.0% | -0.3% | -15.7% | -16.0% |
| YTD | -7.9% | +19.2% | -27.1% | -8.5% |
| 1Y | -3.9% | +21.7% | -25.6% | -4.6% |
| 3Y | +103.4% | +120.4% | -17.0% | +98.1% |
| 5Y | +109.7% | +144.9% | -35.2% | +103.8% |
| 10Y | +211.8% | +155.6% | +56.3% | +201.7% |
| All | +176.0% | +110.6% | +65.4% | +183.7% |
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