+208.6%
B vs KGC
+506.2%
-297.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.8% | -0.3% | -2.5% |
| 7D | +7.1% | +8.0% | -0.9% | +2.3% |
| 30D | -3.3% | -9.3% | +6.0% | +2.7% |
| 3M | -2.5% | -21.3% | +18.8% | +12.3% |
| 6M | -7.2% | -31.5% | +24.3% | +16.5% |
| YTD | -7.4% | -23.2% | +15.9% | +8.3% |
| 1Y | +16.4% | -15.0% | +31.5% | +28.2% |
| 3Y | +178.7% | +328.7% | -150.0% | +14.3% |
| 5Y | +121.7% | +262.9% | -141.2% | -4.3% |
| 10Y | +208.6% | +568.9% | -360.3% | -16.3% |
| All | +208.6% | +506.2% | -297.6% | -16.3% |
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