+293.0%
IBKR vs KGC
+524.7%
-231.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | -1.3% | -5.6% | +4.3% | -0.4% |
| 30D | -0.2% | +6.1% | -6.4% | -1.2% |
| 3M | +3.0% | +17.3% | -14.4% | +0.1% |
| 6M | +33.9% | -10.3% | +44.1% | +34.6% |
| YTD | +42.5% | +3.9% | +38.6% | +40.8% |
| 1Y | +44.9% | +25.7% | +19.1% | +40.7% |
| 3Y | +293.0% | +526.0% | -233.0% | +255.3% |
| All | +293.0% | +524.7% | -231.7% | +255.3% |
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