+4,492.0%
COP vs KGC
+357.0%
+4,135.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.8% |
| 3M | +13.4% | +8.1% | +5.3% | +12.4% |
| 6M | +17.7% | -8.8% | +26.5% | +17.6% |
| YTD | +46.6% | +10.1% | +36.5% | +44.0% |
| 1Y | +44.6% | +44.2% | +0.4% | +38.9% |
| 3Y | +20.7% | +533.0% | -512.3% | +2.7% |
| 5Y | +185.0% | +443.0% | -258.0% | +142.8% |
| 10Y | +347.0% | +678.6% | -331.6% | +258.1% |
| All | +4,492.0% | +357.0% | +4,135.0% | +3,719.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling