+9.2%
IYR vs KGC
-18.5%
+27.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.4% |
| 7D | -0.1% | -4.1% | +4.0% | +0.1% |
| 30D | +5.7% | -11.6% | +17.3% | +6.3% |
| 3M | -0.6% | -24.5% | +23.9% | +0.8% |
| 6M | +0.5% | -34.6% | +35.1% | +2.9% |
| YTD | +10.4% | -26.2% | +36.6% | +10.7% |
| 1Y | +9.2% | -20.1% | +29.3% | +8.4% |
| All | +9.2% | -18.5% | +27.7% | +8.4% |
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 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