+64.2%
IWM vs KGC
+317.1%
-252.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.6% |
| 7D | -2.0% | +10.5% | -12.5% | -3.4% |
| 30D | -1.5% | -4.1% | +2.6% | -1.1% |
| 3M | -8.0% | -13.1% | +5.1% | -6.7% |
| 6M | -4.1% | -27.5% | +23.4% | -0.5% |
| YTD | +11.9% | -20.7% | +32.6% | +13.8% |
| 1Y | +15.0% | -6.1% | +21.1% | +14.2% |
| 3Y | +64.2% | +318.6% | -254.4% | +21.4% |
| All | +64.2% | +317.1% | -252.9% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling