+14.2%
GEHC vs KGC
-15.4%
+29.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.3% | +0.1% |
| 7D | +3.7% | +8.0% | -4.3% | +2.9% |
| 30D | +27.3% | -9.3% | +36.6% | +28.1% |
| 3M | +14.7% | -21.3% | +36.1% | +16.9% |
| 6M | +31.9% | -31.5% | +63.4% | +37.3% |
| YTD | +2.2% | -23.2% | +25.4% | +2.3% |
| All | +14.2% | -15.4% | +29.6% | +13.1% |
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