+710.2%
KGC vs IT
+88.4%
+621.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.4% |
| 7D | -0.1% | -9.1% | +9.0% | +0.7% |
| 30D | +10.5% | -12.2% | +22.6% | +11.6% |
| 3M | +19.8% | +7.8% | +12.0% | +18.8% |
| 6M | -6.7% | +2.0% | -8.7% | -7.2% |
| YTD | +7.8% | -32.7% | +40.5% | +11.5% |
| 1Y | +35.7% | -31.1% | +66.8% | +39.4% |
| 3Y | +553.7% | -52.1% | +605.8% | +600.2% |
| 5Y | +461.7% | -46.3% | +508.0% | +486.0% |
| 10Y | +710.2% | +91.4% | +618.8% | +602.9% |
| All | +710.2% | +88.4% | +621.7% | +602.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling