+179.3%
IJH vs KGC
+698.0%
-518.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -1.9% | -5.6% | +3.8% | -1.4% |
| 30D | -4.6% | +6.1% | -10.8% | -5.2% |
| 3M | -1.2% | +17.3% | -18.5% | -2.8% |
| 6M | +9.4% | -10.3% | +19.7% | +9.8% |
| YTD | +13.3% | +3.9% | +9.5% | +12.1% |
| 1Y | +13.4% | +25.7% | -12.3% | +10.0% |
| 3Y | +50.4% | +526.0% | -475.5% | +26.1% |
| 5Y | +49.0% | +455.5% | -406.5% | +23.9% |
| All | +179.3% | +698.0% | -518.7% | +134.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling