+57.2%
COP vs KGC
-8.9%
+66.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.1% | -0.9% |
| 7D | -8.4% | +11.1% | -19.6% | -7.0% |
| 30D | +0.3% | -3.7% | +4.0% | +0.3% |
| 3M | +15.1% | -17.2% | +32.3% | +13.5% |
| 6M | +19.8% | -27.3% | +47.0% | +17.4% |
| YTD | +46.8% | -18.5% | +65.4% | +41.8% |
| All | +57.2% | -8.9% | +66.1% | +50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling