+214.9%
ICE vs KGC
+678.3%
-463.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -0.9% | -0.1% | -0.8% | -0.8% |
| 30D | +4.0% | +10.5% | -6.5% | +3.3% |
| 3M | +11.0% | +19.8% | -8.8% | +9.6% |
| 6M | -5.0% | -6.7% | +1.7% | -4.9% |
| YTD | -2.7% | +7.8% | -10.5% | -3.8% |
| 1Y | -8.6% | +35.7% | -44.3% | -11.2% |
| 3Y | +41.4% | +553.7% | -512.3% | +23.1% |
| 5Y | +39.9% | +461.7% | -421.8% | +21.1% |
| 10Y | +214.9% | +710.2% | -495.3% | +183.3% |
| All | +214.9% | +678.3% | -463.4% | +183.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling