+186.4%
COP vs KGC
+450.1%
-263.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.9% |
| 7D | +3.0% | -1.3% | +4.3% | +3.1% |
| 30D | +17.5% | +20.3% | -2.8% | +15.6% |
| 3M | +13.4% | +8.1% | +5.3% | +12.4% |
| 6M | +17.7% | -8.8% | +26.5% | +18.3% |
| YTD | +46.6% | +10.1% | +36.5% | +42.5% |
| 1Y | +44.6% | +44.2% | +0.4% | +34.3% |
| 3Y | +20.7% | +533.0% | -512.3% | -16.9% |
| All | +186.4% | +450.1% | -263.7% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling