-2.4%
IEF vs KGC
+28.8%
-31.2%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.7% |
| 7D | -1.2% | -8.4% | +7.2% | -1.0% |
| 30D | -1.5% | +6.3% | -7.8% | -1.6% |
| 3M | -1.7% | +22.4% | -24.1% | -2.1% |
| 6M | -3.5% | -11.4% | +7.9% | -3.6% |
| YTD | -2.6% | +3.1% | -5.8% | -2.6% |
| 1Y | -2.4% | +26.6% | -29.0% | -2.3% |
| All | -2.4% | +28.8% | -31.2% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling