+938.5%
IGV vs KGC
+827.3%
+111.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +2.3% | -6.7% | +9.0% | +2.7% |
| 30D | -6.0% | -6.7% | +0.7% | -5.7% |
| 3M | -4.8% | -22.6% | +17.8% | -3.6% |
| 6M | +14.2% | -33.4% | +47.7% | +16.5% |
| YTD | -4.2% | -26.0% | +21.7% | -3.2% |
| 1Y | -5.3% | -18.3% | +13.0% | -4.8% |
| 3Y | +38.8% | +315.8% | -277.0% | +26.9% |
| 5Y | +14.2% | +225.7% | -211.5% | +4.6% |
| 10Y | +357.6% | +610.5% | -252.9% | +300.9% |
| All | +938.5% | +827.3% | +111.2% | +1,138.9% |
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