-6.3%
KGC vs IRE
-97.7%
+91.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -15.8% | +10.0% | -4.5% |
| 7D | +8.0% | -41.9% | +49.9% | +11.1% |
| 30D | -9.3% | -75.1% | +65.8% | -0.9% |
| 3M | -21.3% | -82.4% | +61.1% | -12.6% |
| 6M | -31.5% | -95.5% | +64.0% | -18.2% |
| YTD | -23.2% | -93.1% | +69.8% | -15.6% |
| 1Y | -15.0% | -97.8% | +82.8% | -2.7% |
| All | -6.3% | -97.7% | +91.4% | +6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling