+2,765.1%
GE vs KGC
+229.2%
+2,535.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.3% | +2.7% |
| 7D | +7.1% | +10.5% | -3.4% | +6.9% |
| 30D | +6.5% | -4.1% | +10.5% | +6.5% |
| 3M | -13.6% | -13.1% | -0.5% | -13.4% |
| 6M | +6.0% | -27.5% | +33.5% | +6.4% |
| YTD | +5.4% | -20.7% | +26.1% | +5.6% |
| 1Y | +6.5% | -6.1% | +12.5% | +6.4% |
| 3Y | +268.6% | +318.6% | -50.0% | +260.6% |
| 5Y | +389.0% | +289.9% | +99.1% | +377.4% |
| 10Y | +163.3% | +501.8% | -338.5% | +155.2% |
| All | +2,765.1% | +229.2% | +2,535.8% | +2,937.3% |
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 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