-5.3%
IGV vs KGC
-20.2%
+14.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +2.3% | -6.7% | +9.0% | +3.1% |
| 30D | -6.0% | -6.7% | +0.7% | -5.3% |
| 3M | -4.8% | -22.6% | +17.8% | -2.4% |
| 6M | +14.2% | -33.4% | +47.7% | +18.3% |
| YTD | -4.2% | -26.0% | +21.7% | -3.5% |
| 1Y | -5.3% | -18.3% | +13.0% | -6.2% |
| All | -5.3% | -20.2% | +14.9% | -6.2% |
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