+858.7%
KR vs IAU
+858.9%
-0.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.6% | -2.4% |
| 7D | -1.3% | +0.7% | -2.0% | -1.2% |
| 30D | +1.5% | +0.3% | +1.2% | +1.5% |
| 3M | -8.5% | +0.7% | -9.2% | -8.4% |
| 6M | -21.9% | -15.5% | -6.4% | -22.3% |
| YTD | -6.9% | +1.0% | -7.8% | -6.7% |
| 1Y | -14.0% | +19.6% | -33.5% | -13.2% |
| 3Y | +30.3% | +125.4% | -95.1% | +36.0% |
| 5Y | +37.7% | +140.7% | -103.0% | +44.4% |
| 10Y | +125.2% | +218.1% | -93.0% | +142.8% |
| All | +858.7% | +858.9% | -0.2% | +1,041.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling