+876.7%
IAU vs KGC
+435.6%
+441.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | -0.3% |
| 7D | -0.5% | -1.3% | +0.8% | -0.2% |
| 30D | +4.4% | +20.3% | -15.8% | -0.2% |
| 3M | -1.1% | +8.1% | -9.1% | -3.2% |
| 6M | -13.7% | -8.8% | -5.0% | -12.5% |
| YTD | +2.7% | +10.1% | -7.3% | -0.3% |
| 1Y | +24.6% | +44.2% | -19.6% | +13.2% |
| 3Y | +126.8% | +533.0% | -406.2% | +44.1% |
| 5Y | +139.5% | +443.0% | -303.5% | +52.1% |
| 10Y | +226.3% | +678.6% | -452.3% | +71.0% |
| All | +876.7% | +435.6% | +441.1% | +327.1% |
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