+38.6%
GEHC vs KGC
+442.3%
-403.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -3.7% | +0.2% | -4.0% | -3.8% |
| 30D | +22.0% | -8.8% | +30.8% | +23.0% |
| 3M | +13.6% | -21.1% | +34.7% | +16.1% |
| 6M | +34.0% | -32.3% | +66.3% | +39.1% |
| YTD | +0.9% | -23.5% | +24.4% | +2.5% |
| 1Y | +12.7% | -15.0% | +27.7% | +13.0% |
| 3Y | +19.4% | +327.5% | -308.1% | -5.1% |
| All | +38.6% | +442.3% | -403.8% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling