-18.3%
KGC vs IT
-15.8%
-2.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.3% |
| 7D | -6.7% | +1.1% | -7.7% | -6.6% |
| 30D | -6.7% | -1.8% | -4.8% | -6.6% |
| 3M | -22.6% | +4.8% | -27.4% | -22.1% |
| 6M | -33.4% | +33.0% | -66.4% | -30.3% |
| YTD | -26.0% | -23.8% | -2.2% | -25.5% |
| 1Y | -18.3% | -16.5% | -1.8% | -18.0% |
| All | -18.3% | -15.8% | -2.5% | -18.0% |
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