+248.0%
KGC vs COMP
-52.0%
+299.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.7% | -7.7% | +1.8% |
| 7D | +10.5% | +13.4% | -3.0% | +8.8% |
| 30D | -4.1% | +11.1% | -15.2% | -5.3% |
| 3M | -13.1% | -18.8% | +5.8% | -11.4% |
| 6M | -27.5% | +10.5% | -38.0% | -28.8% |
| YTD | -20.7% | -3.4% | -17.3% | -21.7% |
| 1Y | -6.1% | +19.7% | -25.8% | -9.2% |
| 3Y | +318.6% | +381.6% | -63.0% | +239.1% |
| 5Y | +289.9% | -17.6% | +307.5% | +221.2% |
| All | +248.0% | -52.0% | +299.9% | +187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling