+2,221.0%
JCI vs KGC
+207.3%
+2,013.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +3.2% | -6.7% | +9.8% | +3.4% |
| 30D | -8.6% | -6.7% | -1.9% | -8.4% |
| 3M | -7.7% | -22.6% | +14.8% | -7.1% |
| 6M | -2.6% | -33.4% | +30.9% | -1.5% |
| YTD | +17.4% | -26.0% | +43.3% | +18.1% |
| 1Y | +16.9% | -18.3% | +35.2% | +17.3% |
| 3Y | +186.7% | +315.8% | -129.0% | +172.4% |
| 5Y | +95.4% | +225.7% | -130.3% | +85.8% |
| 10Y | +292.7% | +610.5% | -317.7% | +263.0% |
| All | +2,221.0% | +207.3% | +2,013.7% | +2,283.7% |
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