+587.2%
KGC vs IVZ
+43.7%
+543.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | -0.1% |
| 7D | -6.7% | +7.6% | -14.3% | -7.8% |
| 30D | -6.7% | +4.3% | -11.0% | -7.3% |
| 3M | -22.6% | -9.3% | -13.2% | -21.4% |
| 6M | -33.4% | +5.2% | -38.7% | -33.9% |
| YTD | -26.0% | +13.4% | -39.4% | -27.5% |
| 1Y | -18.3% | +25.4% | -43.7% | -21.1% |
| 3Y | +315.8% | +152.5% | +163.3% | +262.3% |
| 5Y | +225.7% | +36.7% | +189.0% | +194.8% |
| All | +587.2% | +43.7% | +543.5% | +507.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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