+659.3%
KGC vs IWF
+670.6%
-11.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.6% |
| 7D | -6.7% | +2.8% | -9.5% | -7.6% |
| 30D | -6.7% | -7.5% | +0.9% | -4.1% |
| 3M | -22.6% | -8.5% | -14.1% | -20.1% |
| 6M | -33.4% | -7.4% | -26.0% | -31.4% |
| YTD | -26.0% | -2.6% | -23.3% | -24.9% |
| 1Y | -18.3% | -1.8% | -16.5% | -17.3% |
| 3Y | +315.8% | +65.5% | +250.3% | +254.0% |
| 5Y | +225.7% | +55.8% | +169.9% | +179.2% |
| 10Y | +610.5% | +384.9% | +225.6% | +337.2% |
| All | +659.3% | +670.6% | -11.3% | +221.4% |
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 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