-1.4%
DOW vs KGC
+621.4%
-622.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.6% | +3.4% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | +15.7% | -8.8% | +24.6% | +16.4% |
| 3M | +5.3% | -21.1% | +26.4% | +7.1% |
| 6M | -14.2% | -32.3% | +18.1% | -11.7% |
| YTD | +43.9% | -23.5% | +67.4% | +44.7% |
| 1Y | +53.1% | -15.0% | +68.0% | +51.9% |
| 3Y | -21.8% | +327.5% | -349.3% | -38.3% |
| 5Y | -28.3% | +244.3% | -272.6% | -43.7% |
| All | -1.4% | +621.4% | -622.9% | -18.7% |
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 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