+157.4%
ALL vs KGC
+543.3%
-385.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +0.9% | -1.3% |
| 7D | 0.0% | -1.3% | +1.3% | 0.0% |
| 30D | -1.5% | +20.3% | -21.8% | -1.6% |
| 3M | +23.6% | +8.1% | +15.5% | +23.8% |
| 6M | +22.3% | -8.8% | +31.1% | +23.2% |
| YTD | +26.5% | +10.1% | +16.5% | +25.4% |
| 1Y | +27.0% | +44.2% | -17.2% | +22.6% |
| All | +157.4% | +543.3% | -385.9% | +115.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling