-14.8%
IREN vs KGC
+235.4%
-250.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +5.9% | +5.8% |
| 7D | -4.0% | +0.2% | -4.2% | -3.9% |
| 30D | -40.1% | -8.8% | -31.3% | -37.1% |
| 3M | -47.6% | -21.1% | -26.5% | -41.1% |
| 6M | -62.2% | -32.3% | -29.9% | -54.0% |
| YTD | -44.8% | -23.5% | -21.4% | -36.9% |
| 1Y | -63.7% | -15.0% | -48.7% | -60.5% |
| 3Y | +604.1% | +327.5% | +276.5% | +187.9% |
| All | -14.8% | +235.4% | -250.2% | -62.1% |
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