+876.7%
IAU vs KIM
+147.9%
+728.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | +4.4% | -4.0% | +8.4% | +4.5% |
| 3M | -1.1% | +0.5% | -1.6% | -1.1% |
| 6M | -13.7% | +3.6% | -17.3% | -13.8% |
| YTD | +2.7% | +20.4% | -17.7% | +2.6% |
| 1Y | +24.6% | +9.7% | +14.9% | +24.5% |
| 3Y | +126.8% | +46.0% | +80.9% | +126.1% |
| 5Y | +139.5% | +34.4% | +105.0% | +138.7% |
| 10Y | +226.3% | +29.3% | +197.0% | +225.1% |
| All | +876.7% | +147.9% | +728.8% | +847.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling