+41.1%
IGV vs KGC
+556.1%
-515.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.6% |
| 7D | -3.3% | +2.4% | -5.8% | -3.6% |
| 30D | 0.0% | +9.2% | -9.3% | -1.1% |
| 3M | +7.3% | +16.7% | -9.4% | +5.1% |
| 6M | +16.7% | -7.0% | +23.7% | +16.8% |
| YTD | -2.8% | +7.5% | -10.3% | -4.9% |
| 1Y | -6.7% | +34.4% | -41.0% | -11.6% |
| 3Y | +41.1% | +552.0% | -510.8% | +11.2% |
| All | +41.1% | +556.1% | -515.0% | +11.2% |
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 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