+858.4%
ASX vs KGC
+646.4%
+212.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.6% |
| 7D | -0.7% | -1.3% | +0.6% | -0.5% |
| 30D | +2.0% | +20.3% | -18.3% | -1.4% |
| 3M | -1.3% | +8.1% | -9.4% | -3.0% |
| 6M | +71.4% | -8.8% | +80.2% | +72.7% |
| YTD | +135.3% | +10.1% | +125.3% | +129.5% |
| 1Y | +267.5% | +44.2% | +223.3% | +242.6% |
| 3Y | +388.5% | +533.0% | -144.5% | +258.2% |
| 5Y | +417.1% | +443.0% | -25.9% | +276.9% |
| All | +858.4% | +646.4% | +212.0% | +558.6% |
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