+133.4%
KR vs IAU
+220.2%
-86.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.7% |
| 7D | -0.2% | -2.0% | +1.8% | -0.1% |
| 30D | +5.1% | -1.5% | +6.6% | +5.1% |
| 3M | -8.2% | +3.3% | -11.4% | -8.2% |
| 6M | -18.0% | -16.2% | -1.8% | -17.4% |
| YTD | -4.8% | +0.7% | -5.4% | -5.2% |
| 1Y | -11.0% | +19.2% | -30.3% | -12.2% |
| 3Y | +37.7% | +124.4% | -86.8% | +33.3% |
| 5Y | +52.8% | +140.0% | -87.3% | +47.6% |
| All | +133.4% | +220.2% | -86.8% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling