-15.0%
KGC vs IRM
+12.7%
-27.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | +0.2% | -5.3% | +5.5% | +1.9% |
| 30D | -8.8% | -2.3% | -6.5% | -8.5% |
| 3M | -21.1% | -7.4% | -13.7% | -19.4% |
| 6M | -32.3% | -12.2% | -20.1% | -29.5% |
| YTD | -23.5% | +38.6% | -62.1% | -31.7% |
| 1Y | -15.0% | +14.9% | -29.9% | -18.6% |
| All | -15.0% | +12.7% | -27.7% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling