+708.0%
KGC vs IOVA
+7.8%
+700.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.3% |
| 7D | +2.4% | +5.1% | -2.6% | +2.2% |
| 30D | +9.2% | +37.2% | -28.0% | +7.3% |
| 3M | +16.7% | +117.5% | -100.8% | +11.1% |
| 6M | -7.0% | +69.6% | -76.6% | -10.7% |
| YTD | +7.5% | +218.7% | -211.2% | -0.7% |
| 1Y | +34.4% | +265.5% | -231.2% | +22.7% |
| 3Y | +552.0% | +46.2% | +505.7% | +494.7% |
| 5Y | +454.5% | -63.2% | +517.8% | +422.3% |
| All | +708.0% | +7.8% | +700.2% | +792.9% |
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