+448.4%
KGC vs A
+457.0%
-8.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.3% |
| 7D | -1.3% | -1.9% | +0.7% | -1.1% |
| 30D | +20.3% | +6.9% | +13.4% | +19.6% |
| 3M | +8.1% | +9.2% | -1.2% | +7.2% |
| 6M | -8.8% | +25.7% | -34.4% | -10.8% |
| YTD | +10.1% | +11.5% | -1.5% | +8.7% |
| 1Y | +44.2% | +18.4% | +25.9% | +41.6% |
| 3Y | +533.0% | +26.6% | +506.4% | +515.0% |
| 5Y | +443.0% | -12.8% | +455.8% | +441.2% |
| 10Y | +678.6% | +247.2% | +431.4% | +603.3% |
| All | +448.4% | +457.0% | -8.6% | +343.1% |
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