-17.0%
GEHC vs KGC
+33.7%
-50.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.4% |
| 7D | -7.6% | -0.1% | -7.5% | -7.6% |
| 30D | -10.7% | +10.5% | -21.1% | -11.5% |
| 3M | -1.2% | +19.8% | -21.0% | -3.1% |
| 6M | -13.7% | -6.7% | -7.1% | -13.2% |
| YTD | -20.4% | +7.8% | -28.2% | -21.4% |
| 1Y | -17.0% | +35.7% | -52.7% | -21.8% |
| All | -17.0% | +33.7% | -50.7% | -21.8% |
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