+660.5%
KGC vs IFF
-20.3%
+680.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -5.6% | -3.2% | -2.5% | -4.9% |
| 30D | +6.1% | -0.3% | +6.4% | +6.3% |
| 3M | +17.3% | +8.4% | +8.9% | +15.2% |
| 6M | -10.3% | +23.0% | -33.3% | -14.3% |
| YTD | +3.9% | +25.5% | -21.6% | -1.3% |
| 1Y | +25.7% | +29.1% | -3.3% | +18.6% |
| 3Y | +526.0% | +31.7% | +494.3% | +485.7% |
| 5Y | +455.5% | -35.2% | +490.7% | +479.2% |
| All | +660.5% | -20.3% | +680.8% | +620.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling