+341.0%
JCI vs KGC
+678.3%
-337.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | +4.1% | -0.1% | +4.2% | +4.1% |
| 30D | -3.8% | +10.5% | -14.3% | -4.9% |
| 3M | -1.6% | +19.8% | -21.4% | -3.6% |
| 6M | +9.5% | -6.7% | +16.2% | +9.6% |
| YTD | +21.7% | +7.8% | +14.0% | +19.8% |
| 1Y | +37.1% | +35.7% | +1.5% | +31.8% |
| 3Y | +165.2% | +553.7% | -388.5% | +119.8% |
| 5Y | +110.3% | +461.7% | -351.4% | +73.0% |
| 10Y | +341.0% | +710.2% | -369.2% | +259.8% |
| All | +341.0% | +678.3% | -337.3% | +259.8% |
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 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