+445.9%
KGC vs IFF
-35.8%
+481.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -5.6% | -3.2% | -2.5% | -4.7% |
| 30D | +6.1% | -0.3% | +6.4% | +6.3% |
| 3M | +17.3% | +8.4% | +8.9% | +14.5% |
| 6M | -10.3% | +23.0% | -33.3% | -15.6% |
| YTD | +3.9% | +25.5% | -21.6% | -2.9% |
| 1Y | +25.7% | +29.1% | -3.3% | +16.5% |
| 3Y | +526.0% | +31.7% | +494.3% | +471.6% |
| All | +445.9% | -35.8% | +481.7% | +491.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling