+318.6%
KGC vs KIM
+57.8%
+260.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.1% |
| 7D | +10.5% | +4.1% | +6.4% | +9.6% |
| 30D | -4.1% | +16.8% | -20.9% | -7.1% |
| 3M | -13.1% | +5.7% | -18.8% | -14.1% |
| 6M | -27.5% | +9.7% | -37.2% | -29.3% |
| YTD | -20.7% | +30.2% | -50.9% | -25.6% |
| 1Y | -6.1% | +32.1% | -38.2% | -12.1% |
| 3Y | +318.6% | +58.6% | +260.0% | +260.8% |
| All | +318.6% | +57.8% | +260.8% | +260.8% |
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