+17.6%
JD vs KGC
+645.2%
-627.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.3% | -1.7% |
| 7D | -0.8% | +2.4% | -3.2% | -1.2% |
| 30D | -16.0% | +9.2% | -25.3% | -17.2% |
| 3M | -3.2% | +16.7% | -19.9% | -5.7% |
| 6M | +6.1% | -7.0% | +13.1% | +6.3% |
| YTD | -0.1% | +7.5% | -7.6% | -2.5% |
| 1Y | -12.7% | +34.4% | -47.1% | -18.0% |
| 3Y | -6.3% | +552.0% | -558.3% | -32.0% |
| 5Y | -61.3% | +454.5% | -515.9% | -72.0% |
| 10Y | +17.6% | +658.7% | -641.1% | -20.1% |
| All | +17.6% | +645.2% | -627.6% | -20.1% |
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