+655.3%
KGC vs IWF
+418.7%
+236.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.9% |
| 7D | -8.4% | -1.7% | -6.7% | -7.7% |
| 30D | +6.3% | -1.8% | +8.2% | +7.3% |
| 3M | +22.4% | +1.5% | +21.0% | +21.8% |
| 6M | -11.4% | +7.7% | -19.1% | -13.7% |
| YTD | +3.1% | +2.7% | +0.4% | +2.4% |
| 1Y | +26.6% | +6.8% | +19.9% | +23.9% |
| 3Y | +525.6% | +76.9% | +448.7% | +398.7% |
| 5Y | +451.7% | +73.4% | +378.3% | +332.3% |
| All | +655.3% | +418.7% | +236.7% | +368.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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