+82.7%
IREN vs KGC
+382.2%
-299.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.3% | +9.6% | +8.5% |
| 7D | +26.0% | -1.3% | +27.3% | +26.8% |
| 30D | +14.9% | +20.3% | -5.4% | +3.7% |
| 3M | -27.8% | +8.1% | -35.9% | -31.1% |
| 6M | +1.9% | -8.8% | +10.7% | +6.1% |
| YTD | +18.3% | +10.1% | +8.2% | +11.9% |
| 1Y | +71.0% | +44.2% | +26.8% | +39.2% |
| 3Y | +882.0% | +533.0% | +349.0% | +225.6% |
| All | +82.7% | +382.2% | -299.5% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling