+112.4%
C vs KGC
+236.1%
-123.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.3% |
| 7D | +4.7% | -4.1% | +8.8% | +5.2% |
| 30D | +0.2% | -11.6% | +11.8% | +1.6% |
| 3M | -9.3% | -24.5% | +15.2% | -6.6% |
| 6M | -0.8% | -34.6% | +33.7% | +3.5% |
| YTD | +8.5% | -26.2% | +34.7% | +10.5% |
| 1Y | +23.1% | -20.1% | +43.2% | +23.9% |
| 3Y | +220.8% | +312.4% | -91.6% | +141.5% |
| 5Y | +112.4% | +224.9% | -112.5% | +53.2% |
| All | +112.4% | +236.1% | -123.7% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling