+37.3%
GEHC vs KGC
+423.1%
-385.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.5% |
| 7D | -2.3% | -4.1% | +1.8% | -1.9% |
| 30D | +19.0% | -11.6% | +30.7% | +20.4% |
| 3M | +13.3% | -24.5% | +37.8% | +16.3% |
| 6M | +31.5% | -34.6% | +66.1% | +37.0% |
| YTD | 0.0% | -26.2% | +26.1% | +1.9% |
| 1Y | +9.4% | -20.1% | +29.5% | +10.4% |
| 3Y | +18.3% | +312.4% | -294.0% | -5.6% |
| All | +37.3% | +423.1% | -385.8% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling