+24.6%
KGC vs IRM
+9,964.6%
-9,940.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.6% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | +20.3% | -8.1% | +28.4% | +21.9% |
| 3M | +8.1% | -9.7% | +17.7% | +9.9% |
| 6M | -8.8% | +10.0% | -18.8% | -10.3% |
| YTD | +10.1% | +43.0% | -32.9% | +3.5% |
| 1Y | +44.2% | +32.7% | +11.5% | +37.1% |
| 3Y | +533.0% | +102.7% | +430.3% | +460.7% |
| 5Y | +443.0% | +187.6% | +255.4% | +355.8% |
| 10Y | +678.6% | +420.1% | +258.4% | +492.3% |
| All | +24.6% | +9,964.6% | -9,940.0% | -11.3% |
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