+3.4%
GEHC vs KGC
+556.1%
-552.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.8% |
| 7D | -5.2% | +2.4% | -7.6% | -5.5% |
| 30D | -7.0% | +9.2% | -16.2% | -8.0% |
| 3M | +3.3% | +16.7% | -13.4% | +1.1% |
| 6M | -10.0% | -7.0% | -3.0% | -9.6% |
| YTD | -18.5% | +7.5% | -26.0% | -20.1% |
| 1Y | -14.4% | +34.4% | -48.8% | -19.0% |
| 3Y | +3.4% | +552.0% | -548.5% | -24.1% |
| All | +3.4% | +556.1% | -552.7% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling