-4.3%
KGC vs IT
-17.9%
+13.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.5% | +6.0% | +7.5% |
| 7D | -6.8% | -5.5% | -1.3% | -6.9% |
| 30D | -9.2% | +10.3% | -19.5% | -8.7% |
| 3M | -9.1% | +11.5% | -20.6% | -8.4% |
| 6M | -25.7% | +40.3% | -65.9% | -22.6% |
| YTD | -23.6% | -17.9% | -5.8% | -19.6% |
| 1Y | -4.3% | -8.8% | +4.5% | -2.5% |
| All | -4.3% | -17.9% | +13.6% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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