+26.0%
C vs KGC
-5.3%
+31.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.8% | +0.8% |
| 7D | +1.1% | -6.8% | +7.8% | +1.8% |
| 30D | -2.4% | -9.2% | +6.7% | -1.5% |
| 3M | -8.4% | -9.1% | +0.8% | -8.3% |
| 6M | +0.3% | -25.7% | +26.0% | +2.4% |
| YTD | +9.1% | -23.6% | +32.7% | +7.9% |
| 1Y | +26.0% | -4.3% | +30.3% | +18.7% |
| All | +26.0% | -5.3% | +31.4% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling