+1,029.1%
KGC vs IWF
+727.1%
+302.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | +20.3% | -0.4% | +20.7% | +20.5% |
| 3M | +8.1% | -2.6% | +10.7% | +9.2% |
| 6M | -8.8% | +9.1% | -17.9% | -11.1% |
| YTD | +10.1% | +4.5% | +5.6% | +8.8% |
| 1Y | +44.2% | +10.1% | +34.1% | +40.3% |
| 3Y | +533.0% | +77.6% | +455.4% | +425.0% |
| 5Y | +443.0% | +73.7% | +369.3% | +348.6% |
| 10Y | +678.6% | +411.5% | +267.0% | +369.8% |
| All | +1,029.1% | +727.1% | +302.0% | +366.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling