+610.7%
KGC vs IVZ
+41.1%
+569.6%
-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% | +0.6% | -0.1% |
| 7D | +0.2% | -2.8% | +3.0% | +0.6% |
| 30D | -8.8% | -2.2% | -6.7% | -8.5% |
| 3M | -21.1% | -8.1% | -13.0% | -20.0% |
| 6M | -32.3% | +3.8% | -36.1% | -32.7% |
| YTD | -23.5% | +11.5% | -34.9% | -24.8% |
| 1Y | -15.0% | +23.7% | -38.7% | -17.7% |
| 3Y | +327.5% | +145.8% | +181.7% | +274.0% |
| 5Y | +244.3% | +36.1% | +208.2% | +212.3% |
| All | +610.7% | +41.1% | +569.6% | +529.8% |
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