+371.6%
ALL vs KGC
+637.7%
-266.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +5.0% | -6.7% | +11.7% | +5.2% |
| 30D | +13.3% | -6.7% | +20.0% | +13.5% |
| 3M | +3.2% | -22.6% | +25.8% | +3.8% |
| 6M | +25.3% | -33.4% | +58.8% | +26.7% |
| YTD | +30.5% | -26.0% | +56.4% | +30.7% |
| 1Y | +29.2% | -18.3% | +47.5% | +28.7% |
| 3Y | +119.1% | +315.8% | -196.7% | +100.0% |
| 5Y | +162.6% | +225.7% | -63.1% | +138.8% |
| All | +371.6% | +637.7% | -266.0% | +336.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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