+218.0%
IAU vs KGC
+692.5%
-474.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -0.7% |
| 7D | -3.4% | -8.4% | +5.1% | -1.3% |
| 30D | -1.1% | +6.3% | -7.5% | -2.6% |
| 3M | +5.8% | +22.4% | -16.6% | +0.6% |
| 6M | -16.9% | -11.4% | -5.5% | -15.3% |
| YTD | +0.1% | +3.1% | -3.0% | -1.2% |
| 1Y | +18.4% | +26.6% | -8.2% | +11.5% |
| 3Y | +123.6% | +525.6% | -402.0% | +49.5% |
| 5Y | +138.7% | +451.7% | -312.9% | +58.7% |
| All | +218.0% | +692.5% | -474.6% | +88.3% |
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