-22.5%
GIS vs KGC
-20.2%
-2.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.4% |
| 7D | -3.4% | -6.7% | +3.3% | -3.3% |
| 30D | +6.9% | -6.7% | +13.5% | +6.6% |
| 3M | -10.1% | -22.6% | +12.5% | -10.3% |
| 6M | +5.9% | -33.4% | +39.3% | +6.0% |
| YTD | -21.1% | -26.0% | +4.9% | -20.0% |
| 1Y | -22.5% | -18.3% | -4.2% | -21.1% |
| All | -22.5% | -20.2% | -2.3% | -21.1% |
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