+224.9%
KGC vs IWD
+73.1%
+151.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.1% |
| 7D | -4.1% | +1.7% | -5.8% | -5.7% |
| 30D | -11.6% | +3.2% | -14.9% | -14.4% |
| 3M | -24.5% | +2.3% | -26.8% | -26.1% |
| 6M | -34.6% | +12.9% | -47.5% | -41.6% |
| YTD | -26.2% | +26.2% | -52.4% | -40.3% |
| 1Y | -20.1% | +28.3% | -48.4% | -36.3% |
| 3Y | +312.4% | +84.4% | +228.0% | +128.0% |
| 5Y | +224.9% | +73.0% | +151.9% | +88.8% |
| All | +224.9% | +73.1% | +151.8% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling