+660.5%
KGC vs IAG
+427.6%
+232.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.2% |
| 7D | -5.6% | -1.1% | -4.6% | -5.0% |
| 30D | +6.1% | +12.1% | -6.0% | -0.7% |
| 3M | +17.3% | +25.5% | -8.2% | +2.3% |
| 6M | -10.3% | -7.1% | -3.2% | -6.7% |
| YTD | +3.9% | +22.9% | -19.0% | -8.9% |
| 1Y | +25.7% | +83.3% | -57.6% | -12.8% |
| 3Y | +526.0% | +808.5% | -282.6% | +54.0% |
| 5Y | +455.5% | +838.0% | -382.5% | +14.4% |
| All | +660.5% | +427.6% | +232.9% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling