+363.8%
ALL vs KGC
+496.6%
-132.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.5% |
| 7D | -3.9% | +11.1% | -15.0% | -4.2% |
| 30D | +10.6% | -3.7% | +14.4% | +10.7% |
| 3M | -4.6% | -17.2% | +12.7% | -4.1% |
| 6M | +20.2% | -27.3% | +47.5% | +21.2% |
| YTD | +23.7% | -18.5% | +42.2% | +23.6% |
| 1Y | +27.9% | -5.7% | +33.6% | +26.8% |
| 3Y | +109.2% | +336.5% | -227.3% | +91.3% |
| 5Y | +148.0% | +298.7% | -150.7% | +124.8% |
| 10Y | +363.8% | +538.5% | -174.8% | +329.6% |
| All | +363.8% | +496.6% | -132.8% | +329.6% |
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