+68.1%
COST vs KGC
+548.3%
-480.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -5.3% | +10.5% | -15.7% | -5.6% |
| 3M | -6.7% | +19.8% | -26.5% | -7.2% |
| 6M | -9.9% | -6.7% | -3.3% | -9.6% |
| YTD | +5.1% | +7.8% | -2.6% | +4.2% |
| 1Y | -7.3% | +35.7% | -43.0% | -10.0% |
| All | +68.1% | +548.3% | -480.2% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling