+34.4%
KGC vs IBB
+45.6%
-11.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -0.4% |
| 7D | +2.4% | -1.7% | +4.1% | +4.0% |
| 30D | +9.2% | +4.9% | +4.4% | +4.5% |
| 3M | +16.7% | +24.2% | -7.5% | -4.1% |
| 6M | -7.0% | +23.8% | -30.8% | -23.1% |
| YTD | +7.5% | +23.0% | -15.5% | -10.1% |
| 1Y | +34.4% | +46.2% | -11.8% | +7.1% |
| All | +34.4% | +45.6% | -11.3% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling