+219.7%
IAU vs KMX
+11.6%
+208.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | -2.0% | -3.1% | +1.1% | -2.0% |
| 30D | -1.5% | +4.4% | -6.0% | -1.6% |
| 3M | +3.3% | +18.9% | -15.6% | +3.1% |
| 6M | -16.2% | +44.3% | -60.5% | -16.6% |
| YTD | +0.7% | +58.7% | -58.0% | +0.2% |
| 1Y | +19.2% | +0.1% | +19.1% | +18.8% |
| 3Y | +124.4% | -24.4% | +148.8% | +123.7% |
| 5Y | +140.0% | -54.4% | +194.5% | +139.0% |
| All | +219.7% | +11.6% | +208.1% | +222.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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