+2,883.5%
GE vs KGC
+357.0%
+2,526.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.1% |
| 7D | -1.6% | -1.3% | -0.3% | -1.6% |
| 30D | -11.6% | +20.3% | -31.8% | -11.9% |
| 3M | +3.0% | +8.1% | -5.1% | +2.8% |
| 6M | -0.5% | -8.8% | +8.2% | -0.5% |
| YTD | +9.7% | +10.1% | -0.3% | +9.4% |
| 1Y | +20.0% | +44.2% | -24.2% | +19.1% |
| 3Y | +275.8% | +533.0% | -257.2% | +265.3% |
| 5Y | +429.1% | +443.0% | -13.9% | +413.8% |
| 10Y | +151.2% | +678.6% | -527.4% | +142.2% |
| All | +2,883.5% | +357.0% | +2,526.5% | +3,046.5% |
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