+103.2%
JCI vs KGC
+265.7%
-162.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.8% | +5.5% | +0.5% |
| 7D | -5.9% | +8.0% | -13.9% | -7.0% |
| 30D | -10.4% | -9.3% | -1.1% | -9.3% |
| 3M | -6.1% | -21.3% | +15.2% | -3.4% |
| 6M | +1.7% | -31.5% | +33.2% | +6.2% |
| YTD | +18.9% | -23.2% | +42.1% | +21.0% |
| 1Y | +16.1% | -15.0% | +31.2% | +16.3% |
| 3Y | +187.8% | +328.7% | -140.9% | +118.6% |
| 5Y | +103.2% | +262.9% | -159.7% | +50.2% |
| All | +103.2% | +265.7% | -162.5% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling