+146.4%
KMI vs KGC
+226.6%
-80.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +6.5% | -6.7% | +13.2% | +7.2% |
| 30D | -3.4% | -6.7% | +3.2% | -3.0% |
| 3M | +0.4% | -22.6% | +23.0% | +2.3% |
| 6M | -0.9% | -33.4% | +32.5% | +2.3% |
| YTD | +20.5% | -26.0% | +46.5% | +21.2% |
| 1Y | +23.2% | -18.3% | +41.5% | +21.9% |
| 3Y | +121.6% | +315.8% | -194.2% | +61.7% |
| All | +146.4% | +226.6% | -80.2% | +85.4% |
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