-6.9%
GEHC vs KGC
+43.6%
-50.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -1.0% |
| 7D | -4.0% | -1.3% | -2.7% | -3.9% |
| 30D | -2.0% | +20.3% | -22.2% | -3.8% |
| 3M | +8.0% | +8.1% | -0.1% | +7.3% |
| 6M | -12.8% | -8.8% | -4.0% | -12.2% |
| YTD | -15.9% | +10.1% | -26.0% | -17.3% |
| 1Y | -6.9% | +44.2% | -51.1% | -13.8% |
| All | -6.9% | +43.6% | -50.5% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling