+1,012.5%
KGC vs KIM
+3,329.3%
-2,316.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | +0.2% | -1.0% | +1.2% | +0.4% |
| 30D | -8.8% | +14.8% | -23.6% | -10.7% |
| 3M | -21.1% | +8.1% | -29.2% | -22.0% |
| 6M | -32.3% | +11.7% | -44.0% | -33.5% |
| YTD | -23.5% | +30.7% | -54.2% | -26.6% |
| 1Y | -15.0% | +29.7% | -44.7% | -18.4% |
| 3Y | +327.5% | +65.1% | +262.4% | +294.1% |
| 5Y | +244.3% | +34.7% | +209.6% | +225.7% |
| 10Y | +634.8% | +64.1% | +570.6% | +548.8% |
| All | +1,012.5% | +3,329.3% | -2,316.8% | +573.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling