+27.6%
IR vs KGC
+317.1%
-289.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +1.0% |
| 7D | +3.7% | +10.5% | -6.8% | +2.4% |
| 30D | +7.4% | -4.1% | +11.5% | +7.8% |
| 3M | -5.9% | -13.1% | +7.1% | -4.8% |
| 6M | +5.6% | -27.5% | +33.1% | +8.8% |
| YTD | +4.8% | -20.7% | +25.5% | +6.9% |
| 1Y | +6.9% | -6.1% | +13.0% | +7.9% |
| 3Y | +27.6% | +318.6% | -291.1% | +12.8% |
| All | +27.6% | +317.1% | -289.5% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling