+282.5%
KGC vs A
+557.8%
-275.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.5% | -5.7% |
| 7D | +8.0% | +1.4% | +6.6% | +7.9% |
| 30D | -9.3% | +4.3% | -13.6% | -9.6% |
| 3M | -21.3% | +19.8% | -41.1% | -22.7% |
| 6M | -31.5% | +54.4% | -85.9% | -34.3% |
| YTD | -23.2% | +31.7% | -54.9% | -25.4% |
| 1Y | -15.0% | +22.4% | -37.5% | -16.9% |
| 3Y | +328.7% | +67.7% | +261.0% | +305.9% |
| 5Y | +262.9% | +15.7% | +247.1% | +253.0% |
| 10Y | +568.9% | +308.7% | +260.2% | +494.7% |
| All | +282.5% | +557.8% | -275.3% | +204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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