+615.0%
F vs KGC
+357.0%
+258.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.7% | +1.5% |
| 7D | +5.3% | -1.3% | +6.6% | +5.4% |
| 30D | +4.6% | +20.3% | -15.7% | +4.0% |
| 3M | -3.7% | +8.1% | -11.7% | -4.0% |
| 6M | +16.8% | -8.8% | +25.6% | +17.0% |
| YTD | +15.3% | +10.1% | +5.2% | +14.8% |
| 1Y | +31.0% | +44.2% | -13.2% | +29.4% |
| 3Y | +45.4% | +533.0% | -487.6% | +37.9% |
| 5Y | +54.7% | +443.0% | -388.3% | +46.5% |
| 10Y | +98.2% | +678.6% | -580.3% | +85.0% |
| All | +615.0% | +357.0% | +258.0% | +584.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling