+6.7%
IYR vs KGC
+248.9%
-242.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | +6.1% | -8.8% | +14.9% | +7.1% |
| 3M | +0.9% | -21.1% | +22.0% | +3.3% |
| 6M | +1.2% | -32.3% | +33.5% | +5.2% |
| YTD | +11.1% | -23.5% | +34.6% | +12.5% |
| 1Y | +9.0% | -15.0% | +23.9% | +8.5% |
| 3Y | +41.4% | +327.5% | -286.1% | +4.4% |
| 5Y | +6.7% | +244.3% | -237.6% | -19.9% |
| All | +6.7% | +248.9% | -242.3% | -19.9% |
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