+325.3%
ASX vs KGC
+317.1%
+8.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.0% | +3.4% | +5.7% |
| 7D | -19.9% | +10.5% | -30.4% | -22.1% |
| 30D | -30.9% | -4.1% | -26.8% | -30.2% |
| 3M | -15.1% | -13.1% | -2.0% | -12.7% |
| 6M | -6.5% | -27.5% | +21.1% | 0.0% |
| YTD | +98.4% | -20.7% | +119.1% | +106.7% |
| 1Y | +107.9% | -6.1% | +113.9% | +108.4% |
| 3Y | +325.3% | +318.6% | +6.7% | +207.5% |
| All | +325.3% | +317.1% | +8.2% | +207.5% |
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