+461.7%
KGC vs IWF
+72.9%
+388.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.5% |
| 7D | -0.1% | +0.5% | -0.6% | -0.4% |
| 30D | +10.5% | -1.4% | +11.9% | +11.4% |
| 3M | +19.8% | +0.4% | +19.3% | +19.6% |
| 6M | -6.7% | +8.5% | -15.1% | -10.2% |
| YTD | +7.8% | +3.7% | +4.1% | +6.1% |
| 1Y | +35.7% | +8.5% | +27.2% | +30.7% |
| 3Y | +553.7% | +78.5% | +475.2% | +381.9% |
| 5Y | +461.7% | +73.6% | +388.0% | +285.3% |
| All | +461.7% | +72.9% | +388.8% | +285.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling