+78.5%
IREN vs KGC
+351.9%
-273.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.5% | -1.5% |
| 7D | +4.8% | -8.4% | +13.2% | +9.7% |
| 30D | +9.8% | +6.3% | +3.4% | +5.8% |
| 3M | -15.3% | +22.4% | -37.7% | -24.8% |
| 6M | +14.5% | -11.4% | +25.9% | +20.9% |
| YTD | +15.5% | +3.1% | +12.4% | +13.2% |
| 1Y | +29.8% | +26.6% | +3.2% | +13.1% |
| 3Y | +834.5% | +525.6% | +308.9% | +210.4% |
| All | +78.5% | +351.9% | -273.4% | -32.0% |
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