+125.4%
IAU vs KGC
+556.1%
-430.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.9% |
| 7D | +0.7% | +2.4% | -1.7% | -0.1% |
| 30D | +0.3% | +9.2% | -8.9% | -2.9% |
| 3M | +0.7% | +16.7% | -16.0% | -5.1% |
| 6M | -15.5% | -7.0% | -8.5% | -14.7% |
| YTD | +1.0% | +7.5% | -6.5% | -2.3% |
| 1Y | +19.6% | +34.4% | -14.8% | +8.2% |
| 3Y | +125.4% | +552.0% | -426.5% | +31.9% |
| All | +125.4% | +556.1% | -430.6% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling