-6.6%
KGC vs IRE
-97.5%
+90.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.1% | -12.4% | -1.2% |
| 7D | +0.2% | -15.1% | +15.4% | +0.3% |
| 30D | -8.8% | -71.4% | +62.5% | -1.6% |
| 3M | -21.1% | -81.2% | +60.1% | -12.8% |
| 6M | -32.3% | -93.7% | +61.4% | -21.4% |
| YTD | -23.5% | -92.2% | +68.8% | -16.7% |
| 1Y | -15.0% | -97.3% | +82.3% | -3.9% |
| All | -6.6% | -97.5% | +90.9% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling