+111.8%
KMI vs IAU
+213.0%
-101.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | +0.9% | +4.4% | -3.5% | +0.4% |
| 3M | 0.0% | -1.1% | +1.0% | 0.0% |
| 6M | -5.7% | -13.7% | +8.0% | -4.4% |
| YTD | +17.5% | +2.7% | +14.8% | +16.6% |
| 1Y | +22.3% | +24.6% | -2.3% | +18.6% |
| 3Y | +111.9% | +126.8% | -14.9% | +92.1% |
| 5Y | +151.8% | +139.5% | +12.4% | +126.6% |
| 10Y | +138.7% | +226.3% | -87.6% | +113.6% |
| All | +111.8% | +213.0% | -101.2% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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