+23.9%
IR vs KGC
+315.0%
-291.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +2.5% | -6.7% | +9.2% | +3.4% |
| 30D | +9.2% | -6.7% | +15.8% | +9.9% |
| 3M | +0.9% | -22.6% | +23.5% | +3.7% |
| 6M | +19.2% | -33.4% | +52.7% | +24.1% |
| YTD | +7.5% | -26.0% | +33.5% | +10.5% |
| 1Y | +11.7% | -18.3% | +30.0% | +14.1% |
| 3Y | +23.9% | +315.8% | -291.9% | +10.6% |
| All | +23.9% | +315.0% | -291.1% | +10.6% |
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