+315.1%
KGC vs IAG
+303.8%
+11.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | -0.4% |
| 7D | -6.7% | -7.7% | +1.0% | -1.8% |
| 30D | -6.7% | +1.6% | -8.2% | -7.8% |
| 3M | -22.6% | -2.4% | -20.2% | -21.3% |
| 6M | -33.4% | -7.8% | -25.6% | -30.0% |
| YTD | -26.0% | +5.0% | -31.0% | -29.5% |
| 1Y | -18.3% | +25.7% | -44.0% | -30.7% |
| 3Y | +315.8% | +694.5% | -378.7% | -5.1% |
| 5Y | +225.7% | +421.7% | -196.0% | -17.6% |
| 10Y | +610.5% | +382.5% | +228.0% | +56.7% |
| All | +315.1% | +303.8% | +11.3% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling