+710.2%
KGC vs IRM
+418.7%
+291.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -0.1% | +3.0% | -3.1% | -1.0% |
| 30D | +10.5% | -5.2% | +15.7% | +12.1% |
| 3M | +19.8% | -8.0% | +27.8% | +22.5% |
| 6M | -6.7% | +9.2% | -15.8% | -9.2% |
| YTD | +7.8% | +41.0% | -33.2% | -3.0% |
| 1Y | +35.7% | +23.3% | +12.4% | +26.8% |
| 3Y | +553.7% | +102.8% | +450.9% | +424.1% |
| 5Y | +461.7% | +192.8% | +268.9% | +310.3% |
| 10Y | +710.2% | +439.6% | +270.5% | +414.5% |
| All | +710.2% | +418.7% | +291.5% | +414.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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