+587.2%
KGC vs IBB
+126.8%
+460.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | -6.7% | -0.5% | -6.1% | -6.4% |
| 30D | -6.7% | +4.6% | -11.2% | -8.3% |
| 3M | -22.6% | +6.8% | -29.4% | -24.6% |
| 6M | -33.4% | +23.1% | -56.5% | -38.5% |
| YTD | -26.0% | +26.0% | -52.0% | -32.0% |
| 1Y | -18.3% | +30.4% | -48.7% | -25.8% |
| 3Y | +315.8% | +85.4% | +230.4% | +233.8% |
| 5Y | +225.7% | +39.7% | +186.0% | +181.2% |
| All | +587.2% | +126.8% | +460.4% | +463.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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