+40.1%
IJR vs KGC
+435.7%
-395.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.3% |
| 7D | -2.3% | -8.4% | +6.1% | -1.2% |
| 30D | -4.7% | +6.3% | -11.0% | -5.6% |
| 3M | +2.1% | +22.4% | -20.3% | -1.0% |
| 6M | +13.9% | -11.4% | +25.3% | +14.7% |
| YTD | +18.2% | +3.1% | +15.1% | +16.0% |
| 1Y | +21.8% | +26.6% | -4.8% | +15.7% |
| 3Y | +52.2% | +525.6% | -473.4% | +9.6% |
| 5Y | +40.1% | +451.7% | -411.5% | +1.6% |
| All | +40.1% | +435.7% | -395.6% | +1.6% |
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