+214.8%
B vs KGC
+637.7%
-422.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -7.3% | -6.7% | -0.7% | -3.2% |
| 30D | -3.3% | -6.7% | +3.3% | +0.9% |
| 3M | -7.8% | -22.6% | +14.8% | +7.4% |
| 6M | -15.5% | -33.4% | +17.9% | +7.9% |
| YTD | -12.3% | -26.0% | +13.7% | +4.9% |
| 1Y | +5.4% | -18.3% | +23.7% | +18.9% |
| 3Y | +165.5% | +315.8% | -150.3% | +10.9% |
| 5Y | +107.0% | +225.7% | -118.7% | -4.7% |
| All | +214.8% | +637.7% | -422.8% | -16.2% |
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