+72.5%
ICE vs KGC
+329.2%
-256.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | +3.2% | +0.2% | +3.0% | +3.2% |
| 30D | +14.7% | -8.8% | +23.6% | +15.1% |
| 3M | +19.8% | -21.1% | +40.9% | +21.0% |
| 6M | +15.2% | -32.3% | +47.6% | +17.2% |
| YTD | +12.7% | -23.5% | +36.1% | +13.1% |
| 1Y | +20.4% | -15.0% | +35.4% | +19.9% |
| All | +72.5% | +329.2% | -256.7% | +48.2% |
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 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