+904.9%
IREN vs KGC
+556.1%
+348.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.3% | +7.4% | +6.2% |
| 7D | +27.5% | +2.4% | +25.0% | +25.8% |
| 30D | +13.8% | +9.2% | +4.6% | +8.7% |
| 3M | -20.7% | +16.7% | -37.5% | -27.0% |
| 6M | +27.9% | -7.0% | +34.9% | +31.1% |
| YTD | +24.3% | +7.5% | +16.8% | +21.1% |
| 1Y | +79.2% | +34.4% | +44.8% | +59.4% |
| 3Y | +904.9% | +552.0% | +353.0% | +333.4% |
| All | +904.9% | +556.1% | +348.8% | +333.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling