+587.2%
KGC vs IWF
+383.8%
+203.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.7% |
| 7D | -6.7% | +2.8% | -9.5% | -7.8% |
| 30D | -6.7% | -7.5% | +0.9% | -3.3% |
| 3M | -22.6% | -8.5% | -14.1% | -19.4% |
| 6M | -33.4% | -7.4% | -26.0% | -30.9% |
| YTD | -26.0% | -2.6% | -23.3% | -24.7% |
| 1Y | -18.3% | -1.8% | -16.5% | -17.1% |
| 3Y | +315.8% | +65.5% | +250.3% | +242.1% |
| 5Y | +225.7% | +55.8% | +169.9% | +166.0% |
| All | +587.2% | +383.8% | +203.4% | +338.8% |
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