+454.5%
KGC vs IAG
+766.8%
-312.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.3% |
| 7D | +2.4% | +4.3% | -1.8% | +0.2% |
| 30D | +9.2% | +9.8% | -0.5% | +4.0% |
| 3M | +16.7% | +28.9% | -12.2% | +1.7% |
| 6M | -7.0% | -7.6% | +0.6% | -3.4% |
| YTD | +7.5% | +22.0% | -14.5% | -3.4% |
| 1Y | +34.4% | +99.5% | -65.2% | -5.6% |
| 3Y | +552.0% | +818.3% | -266.3% | +107.5% |
| 5Y | +454.5% | +785.9% | -331.4% | +66.4% |
| All | +454.5% | +766.8% | -312.3% | +66.4% |
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