+552.0%
KGC vs IWF
+79.6%
+472.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | +2.4% | +1.5% | +1.0% | +1.5% |
| 30D | +9.2% | -1.3% | +10.5% | +10.1% |
| 3M | +16.7% | +0.1% | +16.6% | +16.8% |
| 6M | -7.0% | +10.3% | -17.3% | -11.4% |
| YTD | +7.5% | +4.2% | +3.3% | +5.2% |
| 1Y | +34.4% | +9.3% | +25.0% | +28.7% |
| 3Y | +552.0% | +79.3% | +472.6% | +418.4% |
| All | +552.0% | +79.6% | +472.3% | +418.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling