+139.1%
CI vs KGC
+645.2%
-506.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | 0.0% | -2.3% |
| 7D | -2.6% | +2.4% | -5.0% | -2.6% |
| 30D | -2.4% | +9.2% | -11.6% | -2.5% |
| 3M | -4.8% | +16.7% | -21.5% | -5.1% |
| 6M | +2.1% | -7.0% | +9.1% | +2.1% |
| YTD | +1.4% | +7.5% | -6.1% | +1.1% |
| 1Y | -6.8% | +34.4% | -41.1% | -7.5% |
| 3Y | +3.3% | +552.0% | -548.7% | -2.4% |
| 5Y | +41.1% | +454.5% | -413.4% | +33.1% |
| 10Y | +139.1% | +658.7% | -519.6% | +132.2% |
| All | +139.1% | +645.2% | -506.1% | +132.2% |
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 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