+141.9%
IAU vs KIM
+37.3%
+104.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | +0.2% | -1.0% | +1.1% | +0.2% |
| 30D | +0.2% | -1.1% | +1.3% | +0.3% |
| 3M | +3.3% | -5.3% | +8.6% | +3.5% |
| 6M | -14.6% | +3.9% | -18.5% | -14.8% |
| YTD | +1.9% | +20.3% | -18.4% | +1.0% |
| 1Y | +20.9% | +10.4% | +10.4% | +20.3% |
| 3Y | +127.5% | +46.3% | +81.2% | +122.6% |
| 5Y | +141.9% | +37.6% | +104.3% | +139.2% |
| All | +141.9% | +37.3% | +104.6% | +139.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling