+552.0%
KGC vs KIM
+47.7%
+504.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | +2.4% | -0.3% | +2.8% | +2.5% |
| 30D | +9.2% | -1.7% | +10.9% | +9.6% |
| 3M | +16.7% | -0.8% | +17.6% | +16.6% |
| 6M | -7.0% | +4.4% | -11.4% | -8.3% |
| YTD | +7.5% | +21.2% | -13.8% | +2.5% |
| 1Y | +34.4% | +10.5% | +23.8% | +30.8% |
| 3Y | +552.0% | +47.5% | +504.5% | +488.7% |
| All | +552.0% | +47.7% | +504.2% | +488.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling