+315.2%
IVV vs KGC
+646.4%
-331.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | +0.1% | -1.3% | +1.4% | +0.2% |
| 30D | +0.1% | +20.3% | -20.2% | -1.5% |
| 3M | +2.0% | +8.1% | -6.1% | +1.1% |
| 6M | +13.0% | -8.8% | +21.8% | +13.3% |
| YTD | +13.6% | +10.1% | +3.5% | +11.9% |
| 1Y | +20.1% | +44.2% | -24.1% | +15.5% |
| 3Y | +77.6% | +533.0% | -455.4% | +51.0% |
| 5Y | +82.5% | +443.0% | -360.5% | +54.1% |
| All | +315.2% | +646.4% | -331.2% | +258.0% |
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 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