+707.1%
IYR vs KGC
+706.8%
+0.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | +0.1% |
| 7D | +0.6% | -6.7% | +7.2% | +1.0% |
| 30D | +6.6% | -6.7% | +13.2% | +6.9% |
| 3M | -1.8% | -22.6% | +20.8% | -0.4% |
| 6M | +1.4% | -33.4% | +34.9% | +3.7% |
| YTD | +10.5% | -26.0% | +36.5% | +11.7% |
| 1Y | +10.6% | -18.3% | +28.9% | +11.1% |
| 3Y | +41.8% | +315.8% | -274.0% | +26.9% |
| 5Y | +6.0% | +225.7% | -219.7% | -4.7% |
| 10Y | +86.7% | +610.5% | -523.8% | +55.9% |
| All | +707.1% | +706.8% | +0.4% | +597.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling