+26.5%
IP vs KGC
+523.1%
-496.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.7% |
| 7D | -5.1% | +10.5% | -15.5% | -5.6% |
| 30D | +8.5% | -4.1% | +12.6% | +8.7% |
| 3M | -13.8% | -13.1% | -0.8% | -13.3% |
| 6M | +5.7% | -27.5% | +33.3% | +7.2% |
| YTD | -9.1% | -20.7% | +11.6% | -8.4% |
| 1Y | -0.8% | -6.1% | +5.2% | -0.7% |
| 3Y | +14.8% | +318.6% | -303.8% | +5.9% |
| 5Y | -11.5% | +289.9% | -301.5% | -19.6% |
| All | +26.5% | +523.1% | -496.6% | +20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling