+222.0%
KGC vs IBB
+39.3%
+182.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.5% |
| 7D | -6.7% | -0.5% | -6.1% | -6.3% |
| 30D | -6.7% | +4.6% | -11.2% | -9.0% |
| 3M | -22.6% | +6.8% | -29.4% | -25.6% |
| 6M | -33.4% | +23.1% | -56.5% | -40.7% |
| YTD | -26.0% | +26.0% | -52.0% | -34.7% |
| 1Y | -18.3% | +30.4% | -48.7% | -29.1% |
| 3Y | +315.8% | +85.4% | +230.4% | +198.4% |
| All | +222.0% | +39.3% | +182.7% | +150.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling