-4.3%
KGC vs IFF
+44.8%
-49.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.9% | +12.4% | +9.7% |
| 7D | -6.8% | -3.3% | -3.5% | -5.7% |
| 30D | -9.2% | +5.3% | -14.5% | -12.4% |
| 3M | -9.1% | +8.9% | -18.0% | -13.9% |
| 6M | -25.7% | +26.3% | -52.0% | -34.9% |
| YTD | -23.6% | +32.2% | -55.8% | -33.1% |
| 1Y | -4.3% | +45.8% | -50.0% | -19.3% |
| All | -4.3% | +44.8% | -49.1% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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