+1,148.9%
IJR vs KGC
+1,071.7%
+77.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | +0.9% | +2.4% | -1.5% | +0.8% |
| 30D | -3.1% | +9.2% | -12.4% | -3.7% |
| 3M | +4.4% | +16.7% | -12.3% | +3.3% |
| 6M | +16.1% | -7.0% | +23.1% | +16.2% |
| YTD | +20.6% | +7.5% | +13.1% | +19.5% |
| 1Y | +22.9% | +34.4% | -11.5% | +20.1% |
| 3Y | +55.2% | +552.0% | -496.8% | +38.6% |
| 5Y | +41.1% | +454.5% | -413.4% | +26.0% |
| 10Y | +167.0% | +658.7% | -491.7% | +129.9% |
| All | +1,148.9% | +1,071.7% | +77.2% | +1,068.3% |
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