-15.8%
F vs KGC
+286.2%
-302.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.2% |
| 7D | +1.6% | +10.5% | -8.9% | -0.1% |
| 30D | +2.6% | -4.1% | +6.7% | +3.1% |
| 3M | -8.8% | -13.1% | +4.3% | -7.2% |
| 6M | +4.6% | -27.5% | +32.2% | +9.1% |
| YTD | -1.9% | -20.7% | +18.8% | 0.0% |
| 1Y | -0.8% | -6.1% | +5.3% | -1.5% |
| 3Y | +43.5% | +318.6% | -275.1% | +3.0% |
| All | -15.8% | +286.2% | -302.0% | -43.3% |
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