+752.5%
IAU vs KGC
+259.3%
+493.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.8% | -1.9% |
| 7D | -5.5% | -4.1% | -1.4% | -4.6% |
| 30D | -7.0% | -11.6% | +4.7% | -4.4% |
| 3M | -12.3% | -24.5% | +12.3% | -6.7% |
| 6M | -17.9% | -34.6% | +16.6% | -10.1% |
| YTD | -10.3% | -26.2% | +15.8% | -4.7% |
| 1Y | -7.9% | -20.1% | +12.2% | -4.0% |
| 3Y | +98.7% | +312.4% | -213.7% | +39.4% |
| 5Y | +105.0% | +224.9% | -119.9% | +46.5% |
| 10Y | +207.7% | +608.7% | -401.1% | +65.6% |
| All | +752.5% | +259.3% | +493.2% | +308.2% |
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 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