-6.5%
IR vs KGC
+34.5%
-41.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.3% |
| 7D | +0.6% | +2.4% | -1.8% | +0.2% |
| 30D | -13.6% | +9.2% | -22.8% | -15.1% |
| 3M | +3.7% | +16.7% | -13.1% | +0.4% |
| 6M | -13.1% | -7.0% | -6.0% | -13.3% |
| YTD | -5.1% | +7.5% | -12.6% | -6.4% |
| 1Y | -6.5% | +34.4% | -40.8% | -9.7% |
| All | -6.5% | +34.5% | -41.0% | -9.7% |
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