+318.6%
KGC vs IBB
+78.6%
+240.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.1% |
| 7D | +10.5% | -1.8% | +12.3% | +11.5% |
| 30D | -4.1% | +5.1% | -9.1% | -6.9% |
| 3M | -13.1% | +10.7% | -23.8% | -18.0% |
| 6M | -27.5% | +22.9% | -50.4% | -35.3% |
| YTD | -20.7% | +26.7% | -47.4% | -30.0% |
| 1Y | -6.1% | +35.1% | -41.2% | -19.1% |
| 3Y | +318.6% | +80.2% | +238.4% | +238.9% |
| All | +318.6% | +78.6% | +240.0% | +238.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling