+111.8%
KMI vs KGC
+114.0%
-2.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | -0.4% |
| 7D | -0.5% | -1.3% | +0.8% | -0.4% |
| 30D | +0.9% | +20.3% | -19.4% | -0.9% |
| 3M | 0.0% | +8.1% | -8.1% | -1.1% |
| 6M | -5.7% | -8.8% | +3.1% | -5.6% |
| YTD | +17.5% | +10.1% | +7.4% | +15.1% |
| 1Y | +22.3% | +44.2% | -21.9% | +16.4% |
| 3Y | +111.9% | +533.0% | -421.1% | +73.8% |
| 5Y | +151.8% | +443.0% | -291.2% | +106.2% |
| 10Y | +138.7% | +678.6% | -539.9% | +84.8% |
| All | +111.8% | +114.0% | -2.2% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling