-18.3%
KGC vs COMP
+7.7%
-26.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | -6.7% | 0.0% | -6.7% | -6.6% |
| 30D | -6.7% | +16.6% | -23.2% | -10.4% |
| 3M | -22.6% | -23.5% | +0.9% | -18.4% |
| 6M | -33.4% | +25.7% | -59.2% | -38.1% |
| YTD | -26.0% | -3.4% | -22.6% | -30.1% |
| 1Y | -18.3% | +7.6% | -25.9% | -26.4% |
| All | -18.3% | +7.7% | -26.0% | -26.4% |
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