+328.7%
KGC vs IVZ
+150.9%
+177.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.6% | -5.7% |
| 7D | +8.0% | +2.2% | +5.9% | +7.1% |
| 30D | -9.3% | -2.2% | -7.1% | -8.8% |
| 3M | -21.3% | -8.4% | -12.9% | -19.3% |
| 6M | -31.5% | +6.2% | -37.6% | -32.6% |
| YTD | -23.2% | +12.4% | -35.6% | -26.2% |
| 1Y | -15.0% | +26.0% | -41.0% | -20.4% |
| 3Y | +328.7% | +147.9% | +180.9% | +234.5% |
| All | +328.7% | +150.9% | +177.8% | +234.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling