+40.3%
GEHC vs KGC
+443.8%
-403.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.3% | +0.2% |
| 7D | +3.7% | +8.0% | -4.3% | +2.8% |
| 30D | +27.3% | -9.3% | +36.6% | +28.4% |
| 3M | +14.7% | -21.3% | +36.1% | +17.3% |
| 6M | +31.9% | -31.5% | +63.4% | +36.7% |
| YTD | +2.2% | -23.2% | +25.4% | +3.7% |
| 1Y | +14.1% | -15.0% | +29.1% | +14.3% |
| 3Y | +21.0% | +328.7% | -307.8% | -3.9% |
| All | +40.3% | +443.8% | -403.5% | +7.1% |
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