+281.8%
GE vs KGC
+556.1%
-274.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | -0.3% |
| 7D | +1.2% | +2.4% | -1.3% | +0.8% |
| 30D | -9.5% | +9.2% | -18.7% | -10.8% |
| 3M | +4.1% | +16.7% | -12.6% | +1.3% |
| 6M | +3.9% | -7.0% | +10.9% | +4.0% |
| YTD | +9.0% | +7.5% | +1.5% | +6.2% |
| 1Y | +21.9% | +34.4% | -12.4% | +14.6% |
| 3Y | +281.8% | +552.0% | -270.2% | +186.9% |
| All | +281.8% | +556.1% | -274.3% | +186.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling