+658.7%
KGC vs IWD
+195.2%
+463.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.9% |
| 7D | +2.4% | -0.2% | +2.6% | +2.6% |
| 30D | +9.2% | -0.8% | +10.0% | +9.7% |
| 3M | +16.7% | +8.0% | +8.7% | +12.4% |
| 6M | -7.0% | +18.2% | -25.2% | -14.0% |
| YTD | +7.5% | +22.3% | -14.8% | -2.1% |
| 1Y | +34.4% | +28.9% | +5.5% | +19.6% |
| 3Y | +552.0% | +71.5% | +480.4% | +409.6% |
| 5Y | +454.5% | +73.6% | +380.9% | +331.7% |
| 10Y | +658.7% | +194.7% | +464.0% | +396.1% |
| All | +658.7% | +195.2% | +463.5% | +396.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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