+9,052.6%
ITW vs KGC
+346.4%
+8,706.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.5% |
| 7D | -0.4% | +2.4% | -2.9% | -0.5% |
| 30D | -9.4% | +9.2% | -18.7% | -9.7% |
| 3M | +7.1% | +16.7% | -9.6% | +6.5% |
| 6M | -1.9% | -7.0% | +5.2% | -1.8% |
| YTD | +10.4% | +7.5% | +3.0% | +9.9% |
| 1Y | +3.3% | +34.4% | -31.1% | +2.1% |
| 3Y | +21.0% | +552.0% | -531.0% | +14.0% |
| 5Y | +36.3% | +454.5% | -418.2% | +28.4% |
| 10Y | +185.8% | +658.7% | -472.9% | +164.3% |
| All | +9,052.6% | +346.4% | +8,706.2% | +8,798.8% |
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