-4.3%
KGC vs IRE
-97.6%
+93.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -23.2% | +30.7% | +9.5% |
| 7D | -6.8% | -46.8% | +40.0% | -2.2% |
| 30D | -9.2% | -75.5% | +66.3% | +1.1% |
| 3M | -9.1% | -79.4% | +70.3% | +1.2% |
| 6M | -25.7% | -91.3% | +65.6% | -15.0% |
| YTD | -23.6% | -90.8% | +67.2% | -17.6% |
| 1Y | -4.3% | -97.7% | +93.4% | +17.8% |
| All | -4.3% | -97.6% | +93.3% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling