+606.1%
COST vs KGC
+698.0%
-91.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -1.2% | -5.6% | +4.4% | -0.9% |
| 30D | -4.7% | +6.1% | -10.9% | -5.1% |
| 3M | -7.1% | +17.3% | -24.5% | -8.1% |
| 6M | -8.5% | -10.3% | +1.8% | -8.3% |
| YTD | +5.4% | +3.9% | +1.5% | +4.4% |
| 1Y | -5.6% | +25.7% | -31.4% | -7.9% |
| 3Y | +68.5% | +526.0% | -457.5% | +46.9% |
| 5Y | +105.2% | +455.5% | -350.2% | +78.1% |
| All | +606.1% | +698.0% | -91.9% | +518.1% |
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 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