+1,055.9%
IJH vs KGC
+1,074.8%
-18.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -3.8% | +10.5% | -14.3% | -4.5% |
| 3M | 0.0% | +19.8% | -19.8% | -1.2% |
| 6M | +8.8% | -6.7% | +15.4% | +8.8% |
| YTD | +13.5% | +7.8% | +5.7% | +12.4% |
| 1Y | +15.4% | +35.7% | -20.3% | +12.5% |
| 3Y | +50.9% | +553.7% | -502.8% | +33.3% |
| 5Y | +47.8% | +461.7% | -413.9% | +30.5% |
| 10Y | +183.1% | +710.2% | -527.1% | +139.3% |
| All | +1,055.9% | +1,074.8% | -18.9% | +943.7% |
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