+218.3%
C vs KGC
+567.0%
-348.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -0.4% | +0.2% | -0.7% | -0.4% |
| 30D | -5.3% | -8.8% | +3.5% | -5.0% |
| 3M | -8.0% | -21.1% | +13.1% | -7.3% |
| 6M | -0.3% | -32.3% | +32.1% | +0.9% |
| YTD | +8.6% | -23.5% | +32.1% | +9.3% |
| 1Y | +25.8% | -15.0% | +40.8% | +26.1% |
| 3Y | +221.2% | +327.5% | -106.4% | +205.7% |
| 5Y | +113.6% | +244.3% | -130.7% | +99.7% |
| 10Y | +218.3% | +634.8% | -416.4% | +228.1% |
| All | +218.3% | +567.0% | -348.7% | +228.1% |
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