+710.2%
KGC vs IVZ
+60.3%
+649.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.4% |
| 7D | -0.1% | +1.2% | -1.3% | -0.3% |
| 30D | +10.5% | +1.8% | +8.7% | +10.1% |
| 3M | +19.8% | +15.7% | +4.0% | +17.1% |
| 6M | -6.7% | +36.3% | -43.0% | -10.9% |
| YTD | +7.8% | +24.9% | -17.2% | +4.0% |
| 1Y | +35.7% | +48.9% | -13.3% | +27.7% |
| 3Y | +553.7% | +136.8% | +416.9% | +471.5% |
| 5Y | +461.7% | +60.0% | +401.7% | +399.8% |
| 10Y | +710.2% | +63.4% | +646.8% | +618.6% |
| All | +710.2% | +60.3% | +649.8% | +618.6% |
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