+200.5%
B vs KGC
+496.6%
-296.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +2.5% |
| 7D | +11.3% | +11.1% | +0.2% | +4.3% |
| 30D | +2.9% | -3.7% | +6.7% | +5.3% |
| 3M | -2.9% | -17.2% | +14.4% | +8.4% |
| 6M | -1.2% | -27.3% | +26.1% | +19.5% |
| YTD | -1.3% | -18.5% | +17.2% | +11.1% |
| 1Y | +30.4% | -5.7% | +36.1% | +34.7% |
| 3Y | +195.3% | +336.5% | -141.2% | +19.1% |
| 5Y | +146.2% | +298.7% | -152.5% | +0.1% |
| 10Y | +200.5% | +538.5% | -338.1% | -16.5% |
| All | +200.5% | +496.6% | -296.1% | -16.5% |
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 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