+347.5%
KGC vs IFF
+833.5%
-485.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | -0.1% | -3.0% | +2.9% | +0.6% |
| 30D | +10.5% | -0.9% | +11.4% | +10.7% |
| 3M | +19.8% | +11.8% | +7.9% | +16.8% |
| 6M | -6.7% | +16.5% | -23.2% | -9.9% |
| YTD | +7.8% | +26.5% | -18.7% | +2.1% |
| 1Y | +35.7% | +32.7% | +3.0% | +26.9% |
| 3Y | +553.7% | +32.0% | +521.7% | +506.7% |
| 5Y | +461.7% | -36.1% | +497.8% | +497.0% |
| 10Y | +710.2% | -20.1% | +730.2% | +686.8% |
| All | +347.5% | +833.5% | -485.9% | +212.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling