-15.0%
KGC vs KIM
+31.2%
-46.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.5% |
| 3M | -21.3% | +7.8% | -29.1% | -21.7% |
| 6M | -31.5% | +11.9% | -43.4% | -33.7% |
| YTD | -23.2% | +31.0% | -54.3% | -25.3% |
| 1Y | -15.0% | +32.3% | -47.4% | -18.0% |
| All | -15.0% | +31.2% | -46.3% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling