+130.2%
KMI vs KGC
+692.5%
-562.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.1% |
| 7D | -2.1% | -8.4% | +6.4% | -1.3% |
| 30D | -1.7% | +6.3% | -8.0% | -2.4% |
| 3M | -1.9% | +22.4% | -24.3% | -4.2% |
| 6M | -4.3% | -11.4% | +7.1% | -4.0% |
| YTD | +15.8% | +3.1% | +12.7% | +13.8% |
| 1Y | +17.6% | +26.6% | -9.0% | +12.6% |
| 3Y | +113.1% | +525.6% | -412.5% | +69.1% |
| 5Y | +154.0% | +451.7% | -297.7% | +100.3% |
| All | +130.2% | +692.5% | -562.3% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 10y: compounded portfolio wealth divided by compounded KGC 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…
10y analysis · Full analysis span regression · 6 months rolling