+356.1%
ALL vs KGC
+645.2%
-289.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | 0.0% | -2.3% |
| 7D | -1.7% | +2.4% | -4.2% | -1.8% |
| 30D | -4.7% | +9.2% | -13.9% | -5.0% |
| 3M | +18.4% | +16.7% | +1.6% | +17.5% |
| 6M | +20.5% | -7.0% | +27.5% | +20.6% |
| YTD | +23.5% | +7.5% | +16.0% | +22.4% |
| 1Y | +29.0% | +34.4% | -5.4% | +26.1% |
| 3Y | +153.7% | +552.0% | -398.3% | +128.2% |
| 5Y | +114.8% | +454.5% | -339.7% | +92.4% |
| 10Y | +356.1% | +658.7% | -302.5% | +319.1% |
| All | +356.1% | +645.2% | -289.0% | +319.1% |
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