+245.8%
KGC vs ITOT
+875.1%
-629.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -6.7% | +2.5% | -9.1% | -8.2% |
| 30D | -6.7% | -1.7% | -5.0% | -5.5% |
| 3M | -22.6% | -3.4% | -19.2% | -20.6% |
| 6M | -33.4% | +2.1% | -35.5% | -33.9% |
| YTD | -26.0% | +11.5% | -37.5% | -30.3% |
| 1Y | -18.3% | +13.6% | -31.9% | -23.9% |
| 3Y | +315.8% | +77.2% | +238.6% | +189.3% |
| 5Y | +225.7% | +64.4% | +161.3% | +136.3% |
| 10Y | +610.5% | +288.6% | +321.9% | +172.5% |
| All | +245.8% | +875.1% | -629.3% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling