+5.7%
IYR vs KGC
+454.1%
-448.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -2.4% | +10.5% | -12.8% | -3.7% |
| 3M | -2.0% | +19.8% | -21.8% | -4.6% |
| 6M | +2.5% | -6.7% | +9.2% | +2.6% |
| YTD | +8.3% | +7.8% | +0.5% | +5.6% |
| 1Y | +6.5% | +35.7% | -29.2% | -0.2% |
| 3Y | +29.3% | +553.7% | -524.4% | -9.1% |
| 5Y | +5.7% | +461.7% | -456.0% | -26.1% |
| All | +5.7% | +454.1% | -448.4% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling