+32.5%
JD vs KGC
+506.2%
-473.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.5% | +0.6% |
| 7D | +5.2% | +8.0% | -2.8% | +4.0% |
| 30D | +4.5% | -9.3% | +13.8% | +5.8% |
| 3M | -15.4% | -21.3% | +5.9% | -12.9% |
| 6M | -6.0% | -31.5% | +25.4% | -1.7% |
| YTD | +2.2% | -23.2% | +25.4% | +4.2% |
| 1Y | -6.7% | -15.0% | +8.4% | -6.4% |
| 3Y | +20.5% | +328.7% | -308.2% | -8.8% |
| 5Y | -58.4% | +262.9% | -321.3% | -68.9% |
| 10Y | +32.5% | +568.9% | -536.4% | -5.9% |
| All | +32.5% | +506.2% | -473.8% | -5.9% |
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