-13.1%
KGC vs IRM
+9,515.1%
-9,528.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.8% |
| 7D | +8.0% | -5.1% | +13.1% | +8.9% |
| 30D | -9.3% | -3.3% | -6.1% | -8.9% |
| 3M | -21.3% | -8.2% | -13.2% | -20.3% |
| 6M | -31.5% | -12.8% | -18.7% | -30.0% |
| YTD | -23.2% | +36.6% | -59.9% | -27.3% |
| 1Y | -15.0% | +11.9% | -26.9% | -16.9% |
| 3Y | +328.7% | +105.1% | +223.6% | +279.1% |
| 5Y | +262.9% | +182.4% | +80.5% | +205.7% |
| 10Y | +568.9% | +505.1% | +63.7% | +399.7% |
| All | -13.1% | +9,515.1% | -9,528.2% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling