+330.0%
KGC vs IBB
+91.0%
+239.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +0.2% | -1.4% | +1.6% | +0.9% |
| 30D | -8.8% | +6.8% | -15.6% | -12.3% |
| 3M | -21.1% | +9.2% | -30.3% | -25.1% |
| 6M | -32.3% | +28.3% | -60.7% | -41.1% |
| YTD | -23.5% | +29.4% | -52.8% | -33.4% |
| 1Y | -15.0% | +33.2% | -48.1% | -26.9% |
| All | +330.0% | +91.0% | +239.0% | +234.0% |
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