+265.0%
C vs KGC
+543.3%
-278.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.1% |
| 7D | +3.6% | -1.3% | +4.9% | +3.7% |
| 30D | +0.1% | +20.3% | -20.2% | -1.8% |
| 3M | +2.4% | +8.1% | -5.7% | +1.2% |
| 6M | +24.9% | -8.8% | +33.7% | +24.8% |
| YTD | +19.8% | +10.1% | +9.7% | +17.4% |
| 1Y | +44.9% | +44.2% | +0.6% | +38.3% |
| All | +265.0% | +543.3% | -278.3% | +172.0% |
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