-4.2%
IP vs KGC
-15.4%
+11.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.8% | +4.7% | 0.0% |
| 7D | 0.0% | +8.0% | -8.0% | -1.6% |
| 30D | +9.4% | -9.3% | +18.7% | +11.2% |
| 3M | -14.1% | -21.3% | +7.3% | -10.5% |
| 6M | +9.2% | -31.5% | +40.7% | +14.8% |
| YTD | -7.5% | -23.2% | +15.7% | -6.7% |
| All | -4.2% | -15.4% | +11.2% | -5.6% |
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