+188.3%
ITW vs KGC
+698.0%
-509.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.1% |
| 7D | -0.7% | -5.6% | +4.9% | -0.4% |
| 30D | -8.3% | +6.1% | -14.5% | -8.7% |
| 3M | +6.0% | +17.3% | -11.3% | +4.8% |
| 6M | 0.0% | -10.3% | +10.3% | +0.2% |
| YTD | +10.2% | +3.9% | +6.4% | +9.3% |
| 1Y | +3.2% | +25.7% | -22.5% | +1.0% |
| 3Y | +21.0% | +526.0% | -505.0% | +5.3% |
| 5Y | +37.9% | +455.5% | -417.5% | +19.2% |
| All | +188.3% | +698.0% | -509.7% | +149.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling