+39.1%
IWM vs KGC
+450.1%
-411.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.6% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | -1.3% | +20.3% | -21.5% | -4.3% |
| 3M | +1.6% | +8.1% | -6.5% | -0.2% |
| 6M | +13.6% | -8.8% | +22.3% | +14.1% |
| YTD | +20.8% | +10.1% | +10.7% | +17.1% |
| 1Y | +26.4% | +44.2% | -17.8% | +16.8% |
| 3Y | +60.7% | +533.0% | -472.3% | +10.9% |
| All | +39.1% | +450.1% | -411.0% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling