+465.0%
JPM vs KGC
+637.7%
-172.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +1.0% |
| 7D | +3.5% | -6.7% | +10.2% | +3.7% |
| 30D | +3.3% | -6.7% | +9.9% | +3.4% |
| 3M | -4.2% | -22.6% | +18.4% | -3.5% |
| 6M | +16.4% | -33.4% | +49.8% | +17.5% |
| YTD | +9.5% | -26.0% | +35.5% | +10.1% |
| 1Y | +14.0% | -18.3% | +32.3% | +14.3% |
| 3Y | +153.1% | +315.8% | -162.7% | +144.3% |
| 5Y | +134.9% | +225.7% | -90.8% | +123.4% |
| All | +465.0% | +637.7% | -172.7% | +486.8% |
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