+395.2%
COR vs KGC
+698.0%
-302.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -2.8% | -5.6% | +2.8% | -2.6% |
| 30D | +2.6% | +6.1% | -3.6% | +2.3% |
| 3M | +14.5% | +17.3% | -2.9% | +13.7% |
| 6M | -7.8% | -10.3% | +2.5% | -7.6% |
| YTD | -4.2% | +3.9% | -8.1% | -4.7% |
| 1Y | +7.0% | +25.7% | -18.7% | +5.4% |
| 3Y | +85.5% | +526.0% | -440.4% | +70.7% |
| 5Y | +181.2% | +455.5% | -274.3% | +157.1% |
| All | +395.2% | +698.0% | -302.8% | +345.4% |
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