+3,093.2%
GLW vs KGC
+229.2%
+2,864.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +2.5% |
| 7D | -13.9% | +10.5% | -24.4% | -14.3% |
| 30D | -35.0% | -4.1% | -30.9% | -34.9% |
| 3M | -32.4% | -13.1% | -19.3% | -32.1% |
| 6M | -41.3% | -27.5% | -13.8% | -40.7% |
| YTD | +21.8% | -20.7% | +42.6% | +22.8% |
| 1Y | +21.8% | -6.1% | +27.9% | +22.2% |
| 3Y | +307.7% | +318.6% | -10.9% | +290.4% |
| 5Y | +213.7% | +289.9% | -76.2% | +199.5% |
| 10Y | +509.3% | +501.8% | +7.4% | +470.0% |
| All | +3,093.2% | +229.2% | +2,864.0% | +2,976.3% |
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