+552.0%
KGC vs IVZ
+140.4%
+411.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.7% |
| 7D | +2.4% | +1.1% | +1.4% | +2.1% |
| 30D | +9.2% | +3.1% | +6.1% | +8.2% |
| 3M | +16.7% | +18.2% | -1.4% | +11.1% |
| 6M | -7.0% | +38.6% | -45.6% | -14.7% |
| YTD | +7.5% | +25.9% | -18.4% | +0.1% |
| 1Y | +34.4% | +51.7% | -17.3% | +19.9% |
| 3Y | +552.0% | +138.7% | +413.3% | +423.3% |
| All | +552.0% | +140.4% | +411.6% | +423.3% |
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