+10.6%
IOT vs KGC
-5.3%
+15.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.5% | -3.3% | +4.0% |
| 7D | -0.5% | -6.8% | +6.3% | -0.4% |
| 30D | +1.0% | -9.2% | +10.2% | +1.0% |
| 3M | +10.9% | -9.1% | +20.0% | +10.7% |
| 6M | +39.9% | -25.7% | +65.6% | +39.9% |
| YTD | +20.8% | -23.6% | +44.4% | +18.2% |
| 1Y | +10.6% | -4.3% | +14.9% | +3.9% |
| All | +10.6% | -5.3% | +15.9% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling