+65.6%
IYR vs KGC
+692.5%
-626.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.6% |
| 7D | -2.8% | -8.4% | +5.6% | -2.1% |
| 30D | -2.5% | +6.3% | -8.9% | -3.1% |
| 3M | -3.0% | +22.4% | -25.4% | -4.8% |
| 6M | +1.6% | -11.4% | +13.1% | +2.1% |
| YTD | +7.3% | +3.1% | +4.2% | +6.0% |
| 1Y | +5.6% | +26.6% | -21.0% | +2.2% |
| 3Y | +28.1% | +525.6% | -497.5% | +6.5% |
| 5Y | +6.1% | +451.7% | -445.6% | -12.4% |
| All | +65.6% | +692.5% | -626.9% | +36.0% |
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