+116.9%
COF vs KGC
+520.4%
-403.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -1.5% |
| 7D | -6.1% | -8.4% | +2.3% | -5.6% |
| 30D | -5.2% | +6.3% | -11.5% | -5.5% |
| 3M | +17.0% | +22.4% | -5.4% | +15.5% |
| 6M | +12.9% | -11.4% | +24.3% | +12.8% |
| YTD | -13.5% | +3.1% | -16.7% | -14.3% |
| 1Y | -5.9% | +26.6% | -32.5% | -7.8% |
| All | +116.9% | +520.4% | -403.5% | +73.7% |
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