+22.9%
ITW vs KGC
-5.3%
+28.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.5% | -5.1% | +1.8% |
| 7D | +6.3% | -6.8% | +13.1% | +6.7% |
| 30D | +11.1% | -9.2% | +20.2% | +11.7% |
| 3M | +0.1% | -9.1% | +9.2% | +0.2% |
| 6M | +18.1% | -25.7% | +43.7% | +20.0% |
| YTD | +21.4% | -23.6% | +45.0% | +23.2% |
| 1Y | +22.9% | -4.3% | +27.2% | +26.4% |
| All | +22.9% | -5.3% | +28.2% | +26.4% |
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 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