+402.1%
KGC vs ITOT
+891.2%
-489.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.0% |
| 7D | +2.4% | +0.7% | +1.8% | +2.0% |
| 30D | +9.2% | -1.1% | +10.3% | +10.1% |
| 3M | +16.7% | +3.9% | +12.9% | +14.2% |
| 6M | -7.0% | +14.7% | -21.7% | -14.3% |
| YTD | +7.5% | +13.3% | -5.8% | -0.1% |
| 1Y | +34.4% | +19.1% | +15.2% | +21.2% |
| 3Y | +552.0% | +77.3% | +474.6% | +352.0% |
| 5Y | +454.5% | +74.1% | +380.5% | +286.8% |
| 10Y | +658.7% | +293.1% | +365.5% | +188.6% |
| All | +402.1% | +891.2% | -489.0% | -17.6% |
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