-34.9%
DOW vs KGC
+548.3%
-583.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | -6.0% | -0.1% | -5.9% | -6.0% |
| 30D | -2.7% | +10.5% | -13.2% | -3.2% |
| 3M | -10.5% | +19.8% | -30.3% | -11.3% |
| 6M | -12.4% | -6.7% | -5.8% | -12.2% |
| YTD | +30.0% | +7.8% | +22.2% | +27.9% |
| 1Y | +27.8% | +35.7% | -7.9% | +22.7% |
| All | -34.9% | +548.3% | -583.1% | -52.2% |
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