+224.8%
KGC vs COMP
-52.0%
+276.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | -6.7% | 0.0% | -6.7% | -6.6% |
| 30D | -6.7% | +16.6% | -23.2% | -8.3% |
| 3M | -22.6% | -23.5% | +0.9% | -20.5% |
| 6M | -33.4% | +25.7% | -59.2% | -35.4% |
| YTD | -26.0% | -3.4% | -22.6% | -26.9% |
| 1Y | -18.3% | +7.6% | -25.9% | -20.2% |
| 3Y | +315.8% | +423.6% | -107.8% | +234.5% |
| 5Y | +225.7% | -10.6% | +236.3% | +169.6% |
| All | +224.8% | -52.0% | +276.8% | +168.2% |
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