-9.5%
JD vs KGC
+543.3%
-552.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.2% |
| 7D | -1.7% | -1.3% | -0.4% | -1.5% |
| 30D | -13.2% | +20.3% | -33.4% | -15.5% |
| 3M | -3.2% | +8.1% | -11.3% | -4.5% |
| 6M | +15.2% | -8.8% | +24.0% | +16.0% |
| YTD | +2.0% | +10.1% | -8.1% | -0.7% |
| 1Y | -5.4% | +44.2% | -49.6% | -12.5% |
| All | -9.5% | +543.3% | -552.8% | -44.1% |
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 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