+22.4%
IP vs KGC
+567.0%
-544.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | -2.8% | +0.2% | -3.0% | -2.8% |
| 30D | +9.2% | -8.8% | +18.0% | +9.7% |
| 3M | -16.1% | -21.1% | +4.9% | -15.1% |
| 6M | +9.6% | -32.3% | +41.9% | +11.5% |
| YTD | -8.8% | -23.5% | +14.7% | -7.9% |
| 1Y | -5.5% | -15.0% | +9.5% | -5.0% |
| 3Y | +19.6% | +327.5% | -307.9% | +10.1% |
| 5Y | -13.5% | +244.3% | -257.7% | -21.3% |
| 10Y | +22.4% | +634.8% | -612.3% | +15.1% |
| All | +22.4% | +567.0% | -544.6% | +15.1% |
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