+643.2%
KGC vs BOXX
+18.4%
+624.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -8.4% | 0.0% | -8.5% | -8.5% |
| 30D | +6.3% | +0.3% | +6.1% | +5.3% |
| 3M | +22.4% | +1.0% | +21.5% | +17.9% |
| 6M | -11.4% | +1.9% | -13.4% | -17.9% |
| YTD | +3.1% | +2.6% | +0.5% | -6.8% |
| 1Y | +26.6% | +4.0% | +22.6% | +11.4% |
| 3Y | +525.6% | +14.6% | +511.0% | +424.0% |
| All | +643.2% | +18.4% | +624.8% | +336.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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