+585.7%
JPM vs KGC
+692.5%
-106.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.2% |
| 7D | -2.3% | -8.4% | +6.1% | -2.1% |
| 30D | -2.3% | +6.3% | -8.7% | -2.6% |
| 3M | +14.9% | +22.4% | -7.6% | +14.1% |
| 6M | +23.6% | -11.4% | +35.1% | +23.7% |
| YTD | +11.3% | +3.1% | +8.1% | +10.9% |
| 1Y | +19.9% | +26.6% | -6.7% | +18.9% |
| 3Y | +162.6% | +525.6% | -363.0% | +152.3% |
| 5Y | +154.6% | +451.7% | -297.0% | +142.8% |
| All | +585.7% | +692.5% | -106.9% | +600.2% |
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