+17.1%
JD vs KGC
+314.0%
-296.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.8% |
| 7D | -4.0% | -4.1% | +0.1% | -3.5% |
| 30D | +2.7% | -11.6% | +14.3% | +4.1% |
| 3M | -13.0% | -24.5% | +11.5% | -10.2% |
| 6M | -12.7% | -34.6% | +21.8% | -8.2% |
| YTD | -0.8% | -26.2% | +25.4% | +1.6% |
| 1Y | -8.9% | -20.1% | +11.2% | -8.0% |
| All | +17.1% | +314.0% | -296.9% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling