-12.3%
IP vs KGC
+289.8%
-302.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.7% | -4.0% |
| 7D | -5.0% | 0.0% | -4.9% | -5.0% |
| 30D | +6.5% | -9.3% | +15.9% | +7.5% |
| 3M | -18.0% | -15.9% | -2.2% | -16.7% |
| 6M | +10.3% | -24.9% | +35.2% | +13.0% |
| YTD | -9.9% | -23.0% | +13.1% | -8.4% |
| 1Y | -1.1% | -9.9% | +8.9% | -0.7% |
| 3Y | +13.0% | +301.2% | -288.2% | -8.0% |
| 5Y | -12.3% | +278.5% | -290.8% | -30.1% |
| All | -12.3% | +289.8% | -302.1% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling