+710.2%
KGC vs KIM
+29.7%
+680.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | -0.1% | -1.0% | +0.9% | 0.0% |
| 30D | +10.5% | -1.1% | +11.6% | +10.6% |
| 3M | +19.8% | -5.3% | +25.1% | +20.4% |
| 6M | -6.7% | +3.9% | -10.6% | -7.1% |
| YTD | +7.8% | +20.3% | -12.5% | +5.5% |
| 1Y | +35.7% | +10.4% | +25.2% | +34.0% |
| 3Y | +553.7% | +46.3% | +507.4% | +524.4% |
| 5Y | +461.7% | +37.6% | +424.1% | +441.4% |
| 10Y | +710.2% | +34.5% | +675.7% | +879.1% |
| All | +710.2% | +29.7% | +680.5% | +879.1% |
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