-15.0%
KGC vs COMP
+16.3%
-31.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.0% |
| 7D | +0.2% | +2.2% | -2.0% | -0.5% |
| 30D | -8.8% | +16.3% | -25.2% | -12.5% |
| 3M | -21.1% | -19.1% | -1.9% | -17.9% |
| 6M | -32.3% | +17.1% | -49.4% | -36.1% |
| YTD | -23.5% | -2.9% | -20.5% | -27.8% |
| 1Y | -15.0% | +8.8% | -23.8% | -23.5% |
| All | -15.0% | +16.3% | -31.3% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling