+286.2%
KGC vs IOVA
-67.9%
+354.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.9% | -0.9% | +2.8% |
| 7D | +10.5% | -5.2% | +15.7% | +10.7% |
| 30D | -4.1% | -37.8% | +33.7% | -1.5% |
| 3M | -13.1% | +29.5% | -42.5% | -15.2% |
| 6M | -27.5% | +96.6% | -124.1% | -31.8% |
| YTD | -20.7% | +194.5% | -215.2% | -27.9% |
| 1Y | -6.1% | +248.1% | -254.1% | -15.6% |
| 3Y | +318.6% | +86.1% | +232.5% | +266.1% |
| All | +286.2% | -67.9% | +354.1% | +240.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling