+220.1%
C vs KGC
+496.6%
-276.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.3% | +2.3% |
| 7D | -0.9% | +11.1% | -12.1% | -1.3% |
| 30D | -5.4% | -3.7% | -1.7% | -5.3% |
| 3M | -9.2% | -17.2% | +8.1% | -8.6% |
| 6M | -1.8% | -27.3% | +25.5% | -1.0% |
| YTD | +6.7% | -18.5% | +25.2% | +7.0% |
| 1Y | +23.5% | -5.7% | +29.2% | +23.4% |
| 3Y | +219.8% | +336.5% | -116.7% | +204.8% |
| 5Y | +112.4% | +298.7% | -186.3% | +99.4% |
| 10Y | +220.1% | +538.5% | -318.5% | +225.9% |
| All | +220.1% | +496.6% | -276.5% | +225.9% |
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