-10.8%
DOW vs KGC
+937.3%
-948.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.8% | -2.8% |
| 7D | -2.4% | -1.3% | -1.1% | -2.3% |
| 30D | +0.4% | +20.3% | -19.9% | -1.6% |
| 3M | -14.4% | +8.1% | -22.5% | -15.3% |
| 6M | -7.0% | -8.8% | +1.8% | -6.8% |
| YTD | +30.2% | +10.1% | +20.1% | +27.0% |
| 1Y | +29.2% | +44.2% | -15.0% | +21.5% |
| 3Y | -36.7% | +533.0% | -569.7% | -51.8% |
| 5Y | -37.7% | +443.0% | -480.7% | -53.0% |
| All | -10.8% | +937.3% | -948.1% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling