+291.3%
IR vs KGC
+733.4%
-442.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.5% |
| 7D | -2.8% | -1.3% | -1.5% | -2.7% |
| 30D | -15.1% | +20.3% | -35.4% | -16.5% |
| 3M | +6.1% | +8.1% | -2.0% | +5.1% |
| 6M | -16.8% | -8.8% | -8.0% | -16.7% |
| YTD | -3.5% | +10.1% | -13.6% | -4.7% |
| 1Y | -3.5% | +44.2% | -47.7% | -6.6% |
| 3Y | +9.5% | +533.0% | -523.6% | -5.0% |
| 5Y | +45.1% | +443.0% | -397.9% | +24.2% |
| All | +291.3% | +733.4% | -442.1% | +242.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling