+85.6%
IREN vs KGC
+372.2%
-286.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.5% |
| 7D | +14.6% | -0.1% | +14.7% | +14.4% |
| 30D | +17.1% | +10.5% | +6.6% | +10.5% |
| 3M | -16.0% | +19.8% | -35.8% | -24.6% |
| 6M | +16.8% | -6.7% | +23.5% | +19.9% |
| YTD | +20.1% | +7.8% | +12.3% | +14.9% |
| 1Y | +50.3% | +35.7% | +14.6% | +26.4% |
| 3Y | +871.5% | +553.7% | +317.8% | +215.0% |
| All | +85.6% | +372.2% | -286.7% | -31.0% |
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 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