+15.7%
GEHC vs KGC
-5.3%
+21.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +7.5% | -1.1% | +5.6% |
| 7D | +13.2% | -6.8% | +20.0% | +13.7% |
| 30D | +30.6% | -9.2% | +39.8% | +31.4% |
| 3M | +22.2% | -9.1% | +31.3% | +22.7% |
| 6M | +40.8% | -25.7% | +66.5% | +44.7% |
| YTD | +4.8% | -23.6% | +28.5% | +5.1% |
| 1Y | +15.7% | -4.3% | +20.0% | +14.1% |
| All | +15.7% | -5.3% | +21.0% | +14.1% |
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