+59.0%
JD vs KGC
+524.6%
-465.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +1.4% |
| 7D | +13.4% | +10.5% | +2.9% | +12.3% |
| 30D | +7.7% | -4.1% | +11.8% | +8.0% |
| 3M | -11.3% | -13.1% | +1.8% | -10.4% |
| 6M | -5.1% | -27.5% | +22.4% | -2.9% |
| YTD | +5.0% | -20.7% | +25.8% | +6.2% |
| 1Y | -5.6% | -6.1% | +0.4% | -6.2% |
| 3Y | +17.8% | +318.6% | -300.8% | +0.5% |
| 5Y | -57.2% | +289.9% | -347.1% | -64.0% |
| 10Y | +34.8% | +501.8% | -467.1% | +12.8% |
| All | +59.0% | +524.6% | -465.7% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling