+210.7%
IAU vs KIM
+63.6%
+147.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -5.4% | +14.1% | -19.6% | -5.6% |
| 3M | -10.9% | +6.0% | -16.9% | -10.9% |
| 6M | -17.4% | +13.2% | -30.6% | -17.5% |
| YTD | -10.2% | +30.4% | -40.6% | -10.5% |
| 1Y | -7.1% | +31.0% | -38.1% | -7.3% |
| 3Y | +97.7% | +67.6% | +30.1% | +96.5% |
| 5Y | +105.3% | +35.8% | +69.5% | +104.2% |
| All | +210.7% | +63.6% | +147.1% | +227.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling