+197.7%
B vs KGC
+663.0%
-465.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -0.8% |
| 7D | -1.6% | -1.3% | -0.3% | -0.8% |
| 30D | +9.4% | +20.3% | -10.8% | -2.6% |
| 3M | +5.0% | +8.1% | -3.1% | 0.0% |
| 6M | -3.5% | -8.8% | +5.2% | +1.9% |
| YTD | +4.5% | +10.1% | -5.6% | -1.8% |
| 1Y | +67.8% | +44.2% | +23.6% | +34.0% |
| 3Y | +196.7% | +533.0% | -336.3% | -5.2% |
| 5Y | +151.9% | +443.0% | -291.1% | -15.7% |
| All | +197.7% | +663.0% | -465.2% | -26.0% |
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