-33.5%
GIS vs KGC
+248.4%
-281.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -4.6% | +0.2% | -4.8% | -4.6% |
| 30D | +6.6% | -8.8% | +15.4% | +6.7% |
| 3M | -8.1% | -21.1% | +13.0% | -7.9% |
| 6M | +4.9% | -32.3% | +37.2% | +5.4% |
| YTD | -21.4% | -23.5% | +2.1% | -21.2% |
| 1Y | -21.6% | -15.0% | -6.6% | -21.6% |
| 3Y | -39.3% | +327.5% | -366.8% | -43.5% |
| All | -33.5% | +248.4% | -281.9% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling