+700.6%
IYR vs KGC
+1,099.7%
-399.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | -1.2% | -1.3% | 0.0% | -1.2% |
| 30D | -2.9% | +20.3% | -23.1% | -4.1% |
| 3M | +0.8% | +8.1% | -7.2% | +0.1% |
| 6M | +1.9% | -8.8% | +10.6% | +2.0% |
| YTD | +9.6% | +10.1% | -0.4% | +8.2% |
| 1Y | +8.1% | +44.2% | -36.1% | +4.6% |
| 3Y | +29.2% | +533.0% | -503.8% | +12.6% |
| 5Y | +4.3% | +443.0% | -438.7% | -9.1% |
| 10Y | +64.7% | +678.6% | -613.9% | +36.4% |
| All | +700.6% | +1,099.7% | -399.1% | +575.5% |
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