+876.7%
IAU vs KMX
+346.5%
+530.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -0.9% |
| 7D | -0.5% | +1.9% | -2.4% | -0.5% |
| 30D | +4.4% | +11.7% | -7.2% | +4.4% |
| 3M | -1.1% | +34.9% | -35.9% | -1.2% |
| 6M | -13.7% | +50.3% | -64.0% | -13.9% |
| YTD | +2.7% | +63.8% | -61.1% | +2.5% |
| 1Y | +24.6% | +3.8% | +20.8% | +24.4% |
| 3Y | +126.8% | -24.3% | +151.1% | +126.5% |
| 5Y | +139.5% | -50.2% | +189.7% | +139.1% |
| 10Y | +226.3% | +5.4% | +220.9% | +224.2% |
| All | +876.7% | +346.5% | +530.2% | +860.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling