+34.3%
KGC vs IRE
-84.4%
+118.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +14.0% | -16.3% | -3.4% |
| 7D | -1.3% | +54.8% | -56.1% | -5.0% |
| 30D | +20.3% | +18.4% | +1.9% | +17.5% |
| 3M | +8.1% | -66.7% | +74.8% | +14.3% |
| 6M | -8.8% | -52.3% | +43.5% | -10.4% |
| YTD | +10.1% | -52.3% | +62.4% | +6.3% |
| All | +34.3% | -84.4% | +118.8% | +34.0% |
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 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