+19.2%
IAU vs KGC
+28.2%
-9.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.2% |
| 7D | -2.0% | -5.6% | +3.6% | +0.4% |
| 30D | -1.5% | +6.1% | -7.7% | -4.3% |
| 3M | +3.3% | +17.3% | -14.1% | -4.5% |
| 6M | -16.2% | -10.3% | -5.9% | -13.9% |
| YTD | +0.7% | +3.9% | -3.2% | -1.7% |
| 1Y | +19.2% | +25.7% | -6.5% | +9.2% |
| All | +19.2% | +28.2% | -9.0% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling