+527.8%
KGC vs IWD
+207.5%
+320.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | +10.5% | -0.5% | +10.9% | +10.8% |
| 30D | -4.1% | +2.7% | -6.7% | -5.3% |
| 3M | -13.1% | +0.9% | -14.0% | -13.3% |
| 6M | -27.5% | +10.5% | -38.1% | -30.8% |
| YTD | -20.7% | +23.7% | -44.4% | -28.0% |
| 1Y | -6.1% | +28.7% | -34.8% | -16.1% |
| 3Y | +318.6% | +79.7% | +238.9% | +223.0% |
| 5Y | +289.9% | +69.7% | +220.2% | +206.4% |
| All | +527.8% | +207.5% | +320.3% | +396.9% |
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