+183.8%
EXC vs KGC
+496.6%
-312.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.7% | -0.2% |
| 7D | -1.7% | +11.1% | -12.9% | -2.7% |
| 30D | +9.3% | -3.7% | +13.1% | +9.5% |
| 3M | +1.0% | -17.2% | +18.3% | +2.4% |
| 6M | +5.9% | -27.3% | +33.2% | +8.4% |
| YTD | +7.6% | -18.5% | +26.2% | +7.9% |
| 1Y | +2.4% | -5.7% | +8.1% | +1.0% |
| 3Y | +30.2% | +336.5% | -306.2% | +6.0% |
| 5Y | +41.4% | +298.7% | -257.4% | +13.6% |
| 10Y | +183.8% | +538.5% | -354.8% | +118.5% |
| All | +183.8% | +496.6% | -312.8% | +118.5% |
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