+620.7%
GEV vs KGC
+450.7%
+170.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.6% |
| 7D | +3.3% | -1.3% | +4.6% | +3.6% |
| 30D | -7.5% | +20.3% | -27.7% | -12.5% |
| 3M | -2.2% | +8.1% | -10.3% | -5.1% |
| 6M | +12.1% | -8.8% | +20.9% | +13.4% |
| YTD | +44.4% | +10.1% | +34.3% | +36.7% |
| 1Y | +57.7% | +44.2% | +13.4% | +36.0% |
| All | +620.7% | +450.7% | +170.0% | +296.2% |
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