-62.6%
IREN vs KGC
-15.5%
-47.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -36.1% |
| 3M | -47.6% | -21.1% | -26.5% | -39.2% |
| 6M | -62.2% | -32.3% | -29.9% | -50.8% |
| YTD | -44.8% | -23.5% | -21.4% | -40.0% |
| All | -62.6% | -15.5% | -47.1% | -63.3% |
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