+15.5%
GEHC vs KGC
+679.8%
-664.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -1.0% |
| 7D | -4.0% | -1.3% | -2.7% | -3.9% |
| 30D | -2.0% | +20.3% | -22.2% | -4.1% |
| 3M | +8.0% | +8.1% | -0.1% | +6.7% |
| 6M | -12.8% | -8.8% | -4.0% | -12.3% |
| YTD | -15.9% | +10.1% | -26.0% | -17.7% |
| 1Y | -6.9% | +44.2% | -51.1% | -12.2% |
| 3Y | 0.0% | +533.0% | -533.1% | -23.5% |
| All | +15.5% | +679.8% | -664.3% | -15.0% |
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