+14.8%
IGV vs KGC
+226.6%
-211.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +2.3% | -6.7% | +9.0% | +3.4% |
| 30D | -6.0% | -6.7% | +0.7% | -5.2% |
| 3M | -4.8% | -22.6% | +17.8% | -1.7% |
| 6M | +14.2% | -33.4% | +47.7% | +20.1% |
| YTD | -4.2% | -26.0% | +21.7% | -2.0% |
| 1Y | -5.3% | -18.3% | +13.0% | -4.7% |
| 3Y | +38.8% | +315.8% | -277.0% | +1.9% |
| All | +14.8% | +226.6% | -211.8% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling