+86.5%
KGC vs IOVA
-91.6%
+178.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.3% |
| 7D | -1.3% | +9.7% | -11.0% | -1.4% |
| 30D | +20.3% | +102.5% | -82.3% | +18.6% |
| 3M | +8.1% | +100.7% | -92.6% | +6.5% |
| 6M | -8.8% | +106.3% | -115.1% | -10.3% |
| YTD | +10.1% | +222.0% | -211.9% | +7.2% |
| 1Y | +44.2% | +299.5% | -255.3% | +39.8% |
| 3Y | +533.0% | +42.9% | +490.1% | +515.3% |
| 5Y | +443.0% | -65.0% | +508.0% | +432.7% |
| 10Y | +678.6% | +10.3% | +668.3% | +651.1% |
| All | +86.5% | -91.6% | +178.1% | +67.6% |
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