-33.4%
KGC vs ITOT
+2.6%
-36.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.9% |
| 7D | -6.7% | +2.5% | -9.1% | -10.7% |
| 30D | -6.7% | -1.7% | -5.0% | -3.7% |
| 3M | -22.6% | -3.4% | -19.2% | -16.8% |
| 6M | -33.4% | +2.1% | -35.5% | -37.3% |
| All | -33.4% | +2.6% | -36.0% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 6mo: compounded portfolio wealth divided by compounded ITOT 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…
6mo analysis · Full analysis span regression · 6 months rolling