+315.8%
KGC vs IOVA
+99.0%
+216.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | -6.7% | -3.5% | -3.2% | -6.4% |
| 30D | -6.7% | -45.4% | +38.7% | -3.6% |
| 3M | -22.6% | +19.0% | -41.6% | -23.7% |
| 6M | -33.4% | +112.0% | -145.5% | -36.8% |
| YTD | -26.0% | +184.2% | -210.2% | -31.4% |
| 1Y | -18.3% | +222.0% | -240.3% | -24.8% |
| 3Y | +315.8% | +92.6% | +223.2% | +287.6% |
| All | +315.8% | +99.0% | +216.8% | +287.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling