+7.7%
GEHC vs KGC
+630.8%
-623.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -0.9% |
| 7D | -7.9% | -8.4% | +0.6% | -6.9% |
| 30D | -11.7% | +6.3% | -18.0% | -12.4% |
| 3M | +0.8% | +22.4% | -21.6% | -1.9% |
| 6M | -11.6% | -11.4% | -0.2% | -10.7% |
| YTD | -21.6% | +3.1% | -24.7% | -22.7% |
| 1Y | -15.3% | +26.6% | -41.9% | -18.9% |
| 3Y | -0.5% | +525.6% | -526.1% | -23.7% |
| All | +7.7% | +630.8% | -623.1% | -20.1% |
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 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