+306.5%
IVV vs KGC
+523.1%
-216.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | +0.1% |
| 7D | -2.7% | +10.5% | -13.2% | -3.5% |
| 30D | -5.4% | -4.1% | -1.3% | -5.1% |
| 3M | -4.1% | -13.1% | +9.0% | -3.3% |
| 6M | +0.7% | -27.5% | +28.3% | +2.8% |
| YTD | +8.7% | -20.7% | +29.4% | +9.7% |
| 1Y | +11.0% | -6.1% | +17.0% | +10.4% |
| 3Y | +75.4% | +318.6% | -243.2% | +53.8% |
| 5Y | +68.3% | +289.9% | -221.6% | +45.6% |
| All | +306.5% | +523.1% | -216.5% | +254.5% |
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