+25.0%
IWM vs KGC
+34.5%
-9.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | -0.1% |
| 7D | +1.4% | +2.4% | -1.0% | +1.0% |
| 30D | -2.3% | +9.2% | -11.5% | -3.8% |
| 3M | +4.0% | +16.7% | -12.8% | +0.9% |
| 6M | +17.9% | -7.0% | +24.9% | +18.0% |
| YTD | +20.2% | +7.5% | +12.7% | +17.0% |
| 1Y | +25.0% | +34.4% | -9.4% | +18.5% |
| All | +25.0% | +34.5% | -9.6% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling