+200.4%
B vs KGC
+543.3%
-342.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -0.6% |
| 7D | -1.6% | -1.3% | -0.3% | -0.7% |
| 30D | +9.4% | +20.3% | -10.8% | -4.2% |
| 3M | +5.0% | +8.1% | -3.1% | -1.0% |
| 6M | -3.5% | -8.8% | +5.2% | +2.0% |
| YTD | +4.5% | +10.1% | -5.6% | -3.2% |
| 1Y | +67.8% | +44.2% | +23.6% | +30.0% |
| All | +200.4% | +543.3% | -342.8% | -18.2% |
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 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