-9.2%
IEF vs KGC
+435.7%
-445.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.6% |
| 7D | -1.2% | -8.4% | +7.2% | -0.9% |
| 30D | -1.5% | +6.3% | -7.8% | -1.7% |
| 3M | -1.7% | +22.4% | -24.1% | -2.5% |
| 6M | -3.5% | -11.4% | +7.9% | -3.3% |
| YTD | -2.6% | +3.1% | -5.8% | -3.2% |
| 1Y | -2.4% | +26.6% | -29.0% | -3.9% |
| 3Y | +8.9% | +525.6% | -516.7% | -1.7% |
| 5Y | -9.2% | +451.7% | -460.9% | -19.8% |
| All | -9.2% | +435.7% | -445.0% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling