+19,851.2%
GD vs KGC
+357.0%
+19,494.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.7% |
| 7D | -5.3% | -1.3% | -4.0% | -5.2% |
| 30D | -6.4% | +20.3% | -26.7% | -7.0% |
| 3M | +5.7% | +8.1% | -2.4% | +5.3% |
| 6M | -0.9% | -8.8% | +7.8% | -0.9% |
| YTD | +8.2% | +10.1% | -1.9% | +7.5% |
| 1Y | +13.4% | +44.2% | -30.8% | +11.6% |
| 3Y | +68.5% | +533.0% | -464.5% | +57.6% |
| 5Y | +97.2% | +443.0% | -345.8% | +84.3% |
| 10Y | +190.2% | +678.6% | -488.4% | +164.0% |
| All | +19,851.2% | +357.0% | +19,494.2% | +16,463.2% |
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