+776.1%
IVV vs KGC
+910.2%
-134.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.3% |
| 7D | +0.1% | -1.3% | +1.4% | +0.2% |
| 30D | +0.1% | +20.3% | -20.2% | -0.8% |
| 3M | +2.0% | +8.1% | -6.1% | +1.5% |
| 6M | +13.0% | -8.8% | +21.8% | +13.2% |
| YTD | +13.6% | +10.1% | +3.5% | +12.7% |
| 1Y | +20.1% | +44.2% | -24.1% | +17.5% |
| 3Y | +77.6% | +533.0% | -455.4% | +62.3% |
| 5Y | +82.5% | +443.0% | -360.5% | +66.6% |
| 10Y | +316.5% | +678.6% | -362.0% | +269.9% |
| All | +776.1% | +910.2% | -134.1% | +746.7% |
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