-19.1%
IP vs KGC
+43.6%
-62.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.5% |
| 7D | -5.3% | -1.3% | -4.0% | -5.1% |
| 30D | -10.9% | +20.3% | -31.1% | -13.4% |
| 3M | +11.2% | +8.1% | +3.1% | +8.7% |
| 6M | -10.2% | -8.8% | -1.5% | -12.1% |
| YTD | -2.0% | +10.1% | -12.0% | -4.6% |
| 1Y | -19.1% | +44.2% | -63.3% | -18.2% |
| All | -19.1% | +43.6% | -62.7% | -18.2% |
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