+22.9%
IP vs KGC
+657.9%
-635.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.3% |
| 7D | -5.3% | -1.3% | -4.0% | -5.2% |
| 30D | -10.9% | +20.3% | -31.1% | -11.8% |
| 3M | +11.2% | +8.1% | +3.1% | +10.5% |
| 6M | -10.2% | -8.8% | -1.5% | -10.3% |
| YTD | -2.0% | +10.1% | -12.0% | -2.9% |
| 1Y | -19.1% | +44.2% | -63.3% | -20.8% |
| 3Y | +20.9% | +533.0% | -512.2% | +9.0% |
| 5Y | -17.8% | +443.0% | -460.8% | -26.7% |
| All | +22.9% | +657.9% | -635.0% | +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