+13.9%
IEMG vs KGC
-5.3%
+19.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.5% | -6.6% | -0.8% |
| 7D | -3.1% | -6.8% | +3.7% | -1.6% |
| 30D | -10.3% | -9.2% | -1.2% | -8.5% |
| 3M | -6.6% | -9.1% | +2.5% | -5.8% |
| 6M | -3.9% | -25.7% | +21.8% | +1.7% |
| YTD | +12.4% | -23.6% | +36.0% | +18.2% |
| 1Y | +13.9% | -4.3% | +18.2% | +14.6% |
| All | +13.9% | -5.3% | +19.2% | +14.6% |
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