+5.6%
IYR vs KGC
+28.8%
-23.2%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.7% |
| 7D | -2.8% | -8.4% | +5.6% | -2.4% |
| 30D | -2.5% | +6.3% | -8.9% | -2.9% |
| 3M | -3.0% | +22.4% | -25.4% | -4.1% |
| 6M | +1.6% | -11.4% | +13.1% | +2.0% |
| YTD | +7.3% | +3.1% | +4.2% | +6.5% |
| 1Y | +5.6% | +26.6% | -21.0% | +2.5% |
| All | +5.6% | +28.8% | -23.2% | +2.5% |
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