+262.9%
KGC vs IAG
+495.5%
-232.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.7% | +0.9% | -2.0% |
| 7D | +8.0% | +16.8% | -8.8% | -1.1% |
| 30D | -9.3% | -1.5% | -7.8% | -8.6% |
| 3M | -21.3% | +0.5% | -21.8% | -21.3% |
| 6M | -31.5% | -1.0% | -30.5% | -31.0% |
| YTD | -23.2% | +12.3% | -35.6% | -27.8% |
| 1Y | -15.0% | +39.2% | -54.3% | -28.4% |
| 3Y | +328.7% | +712.3% | -383.6% | +45.8% |
| 5Y | +262.9% | +484.2% | -221.3% | +31.8% |
| All | +262.9% | +495.5% | -232.6% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling