+9.1%
IR vs KGC
-5.3%
+14.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -7.9% | -1.8% |
| 7D | +11.6% | -6.8% | +18.4% | +12.8% |
| 30D | +7.2% | -9.2% | +16.3% | +8.9% |
| 3M | -5.9% | -9.1% | +3.2% | -5.5% |
| 6M | +11.5% | -25.7% | +37.1% | +16.5% |
| YTD | +6.3% | -23.6% | +30.0% | +9.0% |
| 1Y | +9.1% | -4.3% | +13.4% | +10.2% |
| All | +9.1% | -5.3% | +14.4% | +10.2% |
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 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