+39.4%
GM vs KGC
-5.3%
+44.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.5% | -2.8% | +3.3% |
| 7D | +12.1% | -6.8% | +18.9% | +13.2% |
| 30D | +15.2% | -9.2% | +24.4% | +16.8% |
| 3M | +4.9% | -9.1% | +14.0% | +5.7% |
| 6M | +22.6% | -25.7% | +48.3% | +27.3% |
| YTD | +14.4% | -23.6% | +38.0% | +16.4% |
| 1Y | +39.4% | -4.3% | +43.7% | +35.3% |
| All | +39.4% | -5.3% | +44.7% | +35.3% |
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 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