-34.6%
KGC vs IWF
-5.5%
-29.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.2% |
| 7D | -4.1% | +5.3% | -9.4% | -8.7% |
| 30D | -11.6% | -8.6% | -3.0% | -2.1% |
| 3M | -24.5% | -6.5% | -18.0% | -18.6% |
| 6M | -34.6% | -5.6% | -28.9% | -28.7% |
| All | -34.6% | -5.5% | -29.0% | -28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling