+998.2%
C vs KGC
+229.2%
+769.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | +0.5% |
| 7D | -2.4% | +10.5% | -12.9% | -2.6% |
| 30D | -6.0% | -4.1% | -1.9% | -5.9% |
| 3M | -10.5% | -13.1% | +2.5% | -10.4% |
| 6M | -5.7% | -27.5% | +21.8% | -5.3% |
| YTD | +4.1% | -20.7% | +24.8% | +4.4% |
| 1Y | +20.5% | -6.1% | +26.6% | +20.4% |
| 3Y | +208.1% | +318.6% | -110.5% | +199.9% |
| 5Y | +110.4% | +289.9% | -179.5% | +104.4% |
| 10Y | +234.6% | +501.8% | -267.2% | +221.8% |
| All | +998.2% | +229.2% | +769.0% | +1,196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling