+34.3%
KGC vs IOVA
-92.3%
+126.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.9% | -0.9% | +2.9% |
| 7D | +10.5% | -5.2% | +15.7% | +10.6% |
| 30D | -4.1% | -37.8% | +33.7% | -3.3% |
| 3M | -13.1% | +29.5% | -42.5% | -13.7% |
| 6M | -27.5% | +96.6% | -124.1% | -28.8% |
| YTD | -20.7% | +194.5% | -215.2% | -22.8% |
| 1Y | -6.1% | +248.1% | -254.1% | -8.8% |
| 3Y | +318.6% | +86.1% | +232.5% | +304.9% |
| 5Y | +289.9% | -67.8% | +357.8% | +282.4% |
| 10Y | +501.8% | +38.6% | +463.2% | +478.6% |
| All | +34.3% | -92.3% | +126.7% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling