+30.8%
IBKR vs KGC
-12.0%
+42.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | +0.5% |
| 7D | -3.8% | -8.4% | +4.6% | -0.9% |
| 30D | -0.3% | +6.3% | -6.7% | -2.3% |
| 3M | +4.8% | +22.4% | -17.7% | -2.9% |
| 6M | +30.8% | -11.4% | +42.2% | +35.4% |
| All | +30.8% | -12.0% | +42.8% | +35.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling