+568.9%
KGC vs KIM
+64.9%
+503.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.7% |
| 7D | +8.0% | +2.8% | +5.3% | +7.7% |
| 30D | -9.3% | +15.9% | -25.2% | -10.7% |
| 3M | -21.3% | +7.8% | -29.1% | -22.0% |
| 6M | -31.5% | +11.9% | -43.4% | -32.4% |
| YTD | -23.2% | +31.0% | -54.3% | -25.5% |
| 1Y | -15.0% | +32.3% | -47.4% | -17.7% |
| 3Y | +328.7% | +65.5% | +263.2% | +304.7% |
| 5Y | +262.9% | +37.2% | +225.7% | +247.1% |
| 10Y | +568.9% | +63.9% | +505.0% | +680.5% |
| All | +568.9% | +64.9% | +503.9% | +680.5% |
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