+83.4%
IYR vs KGC
+635.9%
-552.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.3% |
| 7D | -0.1% | -4.1% | +4.0% | +0.2% |
| 30D | +5.7% | -11.6% | +17.3% | +6.6% |
| 3M | -0.6% | -24.5% | +23.9% | +1.4% |
| 6M | +0.5% | -34.6% | +35.1% | +3.5% |
| YTD | +10.4% | -26.2% | +36.6% | +11.9% |
| 1Y | +9.2% | -20.1% | +29.3% | +9.8% |
| 3Y | +40.5% | +312.4% | -271.9% | +20.7% |
| 5Y | +5.9% | +224.9% | -219.0% | -9.4% |
| All | +83.4% | +635.9% | -552.5% | +53.9% |
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 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