+83.3%
IEMG vs KGC
+524.7%
-441.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -1.3% | -5.6% | +4.3% | -0.2% |
| 30D | +1.9% | +6.1% | -4.2% | +0.6% |
| 3M | +1.4% | +17.3% | -15.9% | -2.0% |
| 6M | +15.2% | -10.3% | +25.5% | +16.0% |
| YTD | +23.8% | +3.9% | +20.0% | +21.7% |
| 1Y | +30.7% | +25.7% | +4.9% | +24.2% |
| 3Y | +83.3% | +526.0% | -442.7% | +33.0% |
| All | +83.3% | +524.7% | -441.4% | +33.0% |
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