+284.9%
IR vs KGC
+713.9%
-429.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.5% |
| 7D | +0.6% | +2.4% | -1.8% | +0.4% |
| 30D | -13.6% | +9.2% | -22.8% | -14.3% |
| 3M | +3.7% | +16.7% | -13.1% | +2.2% |
| 6M | -13.1% | -7.0% | -6.0% | -13.0% |
| YTD | -5.1% | +7.5% | -12.6% | -6.1% |
| 1Y | -6.5% | +34.4% | -40.8% | -9.0% |
| 3Y | +8.5% | +552.0% | -543.5% | -6.0% |
| 5Y | +43.3% | +454.5% | -411.2% | +22.8% |
| All | +284.9% | +713.9% | -429.0% | +237.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling