+96.8%
KGC vs CBOE
+1,025.9%
-929.2%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.2% |
| 7D | +2.4% | -4.6% | +7.1% | +2.9% |
| 30D | +9.2% | +2.6% | +6.6% | +8.9% |
| 3M | +16.7% | +4.9% | +11.8% | +15.6% |
| 6M | -7.0% | -2.2% | -4.8% | -7.4% |
| YTD | +7.5% | +17.7% | -10.2% | +4.4% |
| 1Y | +34.4% | +26.1% | +8.3% | +29.3% |
| 3Y | +552.0% | +97.1% | +454.9% | +489.8% |
| 5Y | +454.5% | +149.2% | +305.3% | +384.8% |
| 10Y | +658.7% | +385.1% | +273.6% | +517.2% |
| All | +96.8% | +1,025.9% | -929.2% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CBOE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling