+585.5%
KGC vs IVZ
+40.3%
+545.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -3.0% | -3.4% |
| 7D | -4.1% | +5.1% | -9.2% | -4.9% |
| 30D | -11.6% | -1.6% | -10.1% | -11.4% |
| 3M | -24.5% | -9.1% | -15.4% | -23.4% |
| 6M | -34.6% | +1.8% | -36.3% | -34.7% |
| YTD | -26.2% | +10.8% | -37.0% | -27.4% |
| 1Y | -20.1% | +19.1% | -39.2% | -22.2% |
| 3Y | +312.4% | +144.4% | +168.0% | +261.1% |
| 5Y | +224.9% | +33.6% | +191.4% | +195.2% |
| All | +585.5% | +40.3% | +545.2% | +508.1% |
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