-9.7%
KGC vs IRE
-98.1%
+88.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.4% | +14.6% | +1.4% |
| 7D | -6.7% | -31.8% | +25.2% | -4.0% |
| 30D | -6.7% | -71.8% | +65.1% | +0.8% |
| 3M | -22.6% | -88.9% | +66.3% | -10.7% |
| 6M | -33.4% | -95.4% | +61.9% | -20.9% |
| YTD | -26.0% | -94.2% | +68.2% | -17.6% |
| 1Y | -18.3% | -97.1% | +78.8% | -6.6% |
| All | -9.7% | -98.1% | +88.5% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling