+42.6%
IYR vs KGC
+329.2%
-286.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | +6.1% | -8.8% | +14.9% | +6.8% |
| 3M | +0.9% | -21.1% | +22.0% | +2.7% |
| 6M | +1.2% | -32.3% | +33.5% | +4.2% |
| YTD | +11.1% | -23.5% | +34.6% | +12.1% |
| 1Y | +9.0% | -15.0% | +23.9% | +8.5% |
| All | +42.6% | +329.2% | -286.6% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling