+973.2%
IGV vs KGC
+1,278.9%
-305.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.1% |
| 7D | -4.5% | -1.3% | -3.2% | -4.4% |
| 30D | +3.2% | +20.3% | -17.1% | +2.1% |
| 3M | +4.5% | +8.1% | -3.6% | +3.9% |
| 6M | +22.1% | -8.8% | +30.9% | +22.3% |
| YTD | -1.0% | +10.1% | -11.1% | -2.1% |
| 1Y | -2.1% | +44.2% | -46.3% | -4.7% |
| 3Y | +44.6% | +533.0% | -488.5% | +29.1% |
| 5Y | +22.2% | +443.0% | -420.8% | +9.0% |
| 10Y | +364.7% | +678.6% | -313.8% | +302.7% |
| All | +973.2% | +1,278.9% | -305.7% | +1,153.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling