-61.3%
JD vs KGC
+450.1%
-511.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.4% |
| 7D | -1.7% | -1.3% | -0.4% | -1.5% |
| 30D | -13.2% | +20.3% | -33.4% | -16.9% |
| 3M | -3.2% | +8.1% | -11.3% | -5.6% |
| 6M | +15.2% | -8.8% | +24.0% | +16.2% |
| YTD | +2.0% | +10.1% | -8.1% | -2.9% |
| 1Y | -5.4% | +44.2% | -49.6% | -17.1% |
| 3Y | -9.1% | +533.0% | -542.1% | -52.4% |
| All | -61.3% | +450.1% | -511.4% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling