-3.2%
KGC vs IRE
-97.2%
+94.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +39.6% | -36.6% | -0.1% |
| 7D | +10.5% | -27.2% | +37.7% | +11.2% |
| 30D | -4.1% | -75.1% | +71.1% | +4.8% |
| 3M | -13.1% | -77.9% | +64.8% | -5.2% |
| 6M | -27.5% | -94.6% | +67.0% | -14.9% |
| YTD | -20.7% | -91.5% | +70.8% | -14.2% |
| 1Y | -6.1% | -97.8% | +91.8% | +6.7% |
| All | -3.2% | -97.2% | +94.0% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling