+23.7%
EXC vs KGC
+543.3%
-519.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -1.0% |
| 7D | +0.3% | -1.3% | +1.6% | +0.3% |
| 30D | -3.7% | +20.3% | -24.0% | -4.6% |
| 3M | -1.3% | +8.1% | -9.4% | -1.8% |
| 6M | -9.7% | -8.8% | -0.9% | -9.5% |
| YTD | +2.9% | +10.1% | -7.2% | +1.3% |
| 1Y | +4.4% | +44.2% | -39.8% | +0.1% |
| All | +23.7% | +543.3% | -519.6% | -6.9% |
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