+166.4%
JPM vs KGC
+571.8%
-405.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.8% |
| 7D | +0.3% | -1.3% | +1.6% | +0.4% |
| 30D | -0.2% | +20.3% | -20.4% | -1.5% |
| 3M | +15.9% | +8.1% | +7.8% | +14.9% |
| 6M | +20.9% | -8.8% | +29.7% | +20.8% |
| YTD | +12.9% | +10.1% | +2.8% | +11.1% |
| 1Y | +20.3% | +44.2% | -23.9% | +16.6% |
| All | +166.4% | +571.8% | -405.4% | +127.7% |
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