-2.3%
F vs KGC
-14.2%
+11.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.8% | +5.0% | +0.4% |
| 7D | +1.0% | +8.0% | -7.1% | -0.6% |
| 30D | +2.1% | -9.3% | +11.4% | +3.6% |
| 3M | -10.3% | -21.3% | +11.1% | -6.9% |
| 6M | +3.3% | -31.5% | +34.7% | +9.5% |
| YTD | -2.0% | -23.2% | +21.3% | -0.9% |
| 1Y | -2.3% | -15.0% | +12.8% | -4.7% |
| All | -2.3% | -14.2% | +11.9% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling