-15.8%
F vs KGC
+236.1%
-251.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.7% | -2.3% |
| 7D | -3.9% | -4.1% | +0.2% | -3.3% |
| 30D | -0.5% | -11.6% | +11.2% | +1.3% |
| 3M | -12.9% | -24.5% | +11.6% | -9.3% |
| 6M | +1.5% | -34.6% | +36.1% | +7.7% |
| YTD | -5.0% | -26.2% | +21.1% | -2.0% |
| 1Y | -7.3% | -20.1% | +12.8% | -5.7% |
| 3Y | +45.3% | +312.4% | -267.1% | +3.7% |
| 5Y | -15.8% | +224.9% | -240.7% | -37.0% |
| All | -15.8% | +236.1% | -251.8% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling