+585.5%
KGC vs IOVA
-0.9%
+586.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.7% | +2.1% | -3.2% |
| 7D | -4.1% | -1.4% | -2.7% | -4.0% |
| 30D | -11.6% | -47.4% | +35.7% | -8.7% |
| 3M | -24.5% | +13.2% | -37.7% | -25.6% |
| 6M | -34.6% | +114.3% | -148.9% | -38.2% |
| YTD | -26.2% | +179.5% | -205.7% | -31.9% |
| 1Y | -20.1% | +200.4% | -220.5% | -26.7% |
| 3Y | +312.4% | +92.2% | +220.2% | +268.7% |
| 5Y | +224.9% | -63.8% | +288.7% | +204.9% |
| All | +585.5% | -0.9% | +586.4% | +584.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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