+10,718.5%
JPM vs KGC
+218.7%
+10,499.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.8% | +0.1% |
| 7D | +1.2% | +8.0% | -6.8% | +1.1% |
| 30D | +2.7% | -9.3% | +12.0% | +2.8% |
| 3M | -4.5% | -21.3% | +16.9% | -4.2% |
| 6M | +14.3% | -31.5% | +45.8% | +14.7% |
| YTD | +8.2% | -23.2% | +31.4% | +8.4% |
| 1Y | +10.0% | -15.0% | +25.1% | +10.1% |
| 3Y | +149.0% | +328.7% | -179.8% | +144.3% |
| 5Y | +131.0% | +262.9% | -131.9% | +126.5% |
| 10Y | +479.1% | +568.9% | -89.8% | +463.7% |
| All | +10,718.5% | +218.7% | +10,499.8% | +11,602.4% |
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