+636.8%
KGC vs IRM
+505.0%
+131.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.8% |
| 7D | +8.0% | -5.1% | +13.1% | +9.4% |
| 30D | -9.3% | -3.3% | -6.1% | -8.6% |
| 3M | -21.3% | -8.2% | -13.2% | -19.6% |
| 6M | -31.5% | -12.8% | -18.7% | -29.0% |
| YTD | -23.2% | +36.6% | -59.9% | -30.1% |
| 1Y | -15.0% | +11.9% | -26.9% | -18.3% |
| 3Y | +328.7% | +105.1% | +223.6% | +246.2% |
| 5Y | +262.9% | +182.4% | +80.5% | +172.3% |
| All | +636.8% | +505.0% | +131.8% | +337.6% |
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