+129.8%
IEF vs KGC
+679.0%
-549.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | 0.0% |
| 7D | -0.3% | -1.3% | +1.0% | -0.3% |
| 30D | -0.8% | +20.3% | -21.1% | -1.0% |
| 3M | -1.0% | +8.1% | -9.1% | -1.1% |
| 6M | -2.8% | -8.8% | +6.0% | -2.7% |
| YTD | -1.5% | +10.1% | -11.6% | -1.7% |
| 1Y | -0.4% | +44.2% | -44.6% | -1.1% |
| 3Y | +9.7% | +533.0% | -523.4% | +6.7% |
| 5Y | -8.3% | +443.0% | -451.3% | -10.9% |
| 10Y | +4.6% | +678.6% | -673.9% | +0.9% |
| All | +129.8% | +679.0% | -549.2% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling