+167.3%
B vs KGC
+314.0%
-146.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.4% | -0.6% |
| 7D | -6.2% | -4.1% | -2.1% | -3.3% |
| 30D | -6.6% | -11.6% | +5.0% | +1.8% |
| 3M | -7.9% | -24.5% | +16.7% | +11.2% |
| 6M | -16.8% | -34.6% | +17.7% | +10.7% |
| YTD | -11.7% | -26.2% | +14.5% | +7.7% |
| 1Y | +3.5% | -20.1% | +23.6% | +19.7% |
| All | +167.3% | +314.0% | -146.7% | -5.6% |
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