+293.5%
JCI vs KGC
+637.7%
-344.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +3.2% | -6.7% | +9.8% | +3.9% |
| 30D | -8.6% | -6.7% | -1.9% | -8.1% |
| 3M | -7.7% | -22.6% | +14.8% | -5.8% |
| 6M | -2.6% | -33.4% | +30.9% | +0.6% |
| YTD | +17.4% | -26.0% | +43.3% | +19.4% |
| 1Y | +16.9% | -18.3% | +35.2% | +17.8% |
| 3Y | +186.7% | +315.8% | -129.0% | +146.5% |
| 5Y | +95.4% | +225.7% | -130.3% | +67.1% |
| All | +293.5% | +637.7% | -344.1% | +225.9% |
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