+329.9%
COP vs KGC
+635.9%
-306.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +1.8% |
| 7D | +3.4% | -4.1% | +7.5% | +3.6% |
| 30D | -0.6% | -11.6% | +11.1% | +0.1% |
| 3M | +10.8% | -24.5% | +35.3% | +12.5% |
| 6M | +19.6% | -34.6% | +54.2% | +22.5% |
| YTD | +52.9% | -26.2% | +79.1% | +53.5% |
| 1Y | +62.2% | -20.1% | +82.3% | +61.5% |
| 3Y | +32.4% | +312.4% | -280.0% | +9.6% |
| 5Y | +129.7% | +224.9% | -95.2% | +89.5% |
| All | +329.9% | +635.9% | -306.0% | +249.9% |
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