+486.6%
COR vs KGC
+506.2%
-19.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.8% | +6.6% | +1.1% |
| 7D | +2.4% | +8.0% | -5.6% | +2.1% |
| 30D | +7.7% | -9.3% | +17.0% | +8.0% |
| 3M | +7.5% | -21.3% | +28.8% | +8.3% |
| 6M | +34.1% | -31.5% | +65.6% | +35.7% |
| YTD | +3.9% | -23.2% | +27.1% | +4.3% |
| 1Y | -3.6% | -15.0% | +11.4% | -3.7% |
| 3Y | +80.5% | +328.7% | -248.2% | +66.8% |
| 5Y | +194.9% | +262.9% | -68.0% | +170.4% |
| 10Y | +486.6% | +568.9% | -82.3% | +421.8% |
| All | +486.6% | +506.2% | -19.6% | +421.8% |
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