+157.6%
KMI vs KGC
+454.1%
-296.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | +0.1% | +10.5% | -10.4% | -1.2% |
| 3M | +1.2% | +19.8% | -18.6% | -1.4% |
| 6M | -3.9% | -6.7% | +2.8% | -3.9% |
| YTD | +17.5% | +7.8% | +9.7% | +14.3% |
| 1Y | +22.6% | +35.7% | -13.0% | +14.5% |
| 3Y | +116.3% | +553.7% | -437.4% | +50.7% |
| 5Y | +157.6% | +461.7% | -304.1% | +81.0% |
| All | +157.6% | +454.1% | -296.5% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling