+139.8%
IAU vs KGC
+452.7%
-312.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.0% |
| 7D | +0.7% | +2.4% | -1.7% | 0.0% |
| 30D | +0.3% | +9.2% | -8.9% | -2.4% |
| 3M | +0.7% | +16.7% | -16.0% | -4.2% |
| 6M | -15.5% | -7.0% | -8.5% | -14.8% |
| YTD | +1.0% | +7.5% | -6.5% | -1.8% |
| 1Y | +19.6% | +34.4% | -14.8% | +9.7% |
| 3Y | +125.4% | +552.0% | -426.5% | +41.6% |
| All | +139.8% | +452.7% | -312.9% | +48.6% |
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