-25.6%
DOW vs KGC
+341.4%
-367.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.5% |
| 7D | -9.4% | +11.1% | -20.6% | -9.6% |
| 30D | +8.9% | -3.7% | +12.7% | +9.1% |
| 3M | +6.7% | -17.2% | +24.0% | +7.3% |
| 6M | -14.2% | -27.3% | +13.1% | -13.1% |
| YTD | +36.9% | -18.5% | +55.5% | +36.0% |
| 1Y | +45.8% | -5.7% | +51.5% | +42.8% |
| All | -25.6% | +341.4% | -367.0% | -46.2% |
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