+17,451.9%
COR vs KGC
+118.1%
+17,333.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.8% |
| 7D | +2.8% | -1.3% | +4.0% | +2.8% |
| 30D | +4.5% | +20.3% | -15.7% | +4.2% |
| 3M | +22.7% | +8.1% | +14.6% | +22.4% |
| 6M | -9.7% | -8.8% | -1.0% | -9.7% |
| YTD | -1.4% | +10.1% | -11.5% | -1.7% |
| 1Y | +13.9% | +44.2% | -30.3% | +13.0% |
| 3Y | +94.0% | +533.0% | -439.1% | +87.7% |
| 5Y | +184.0% | +443.0% | -259.0% | +174.6% |
| 10Y | +406.8% | +678.6% | -271.8% | +385.7% |
| All | +17,451.9% | +118.1% | +17,333.8% | +15,760.7% |
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