+463.0%
KGC vs COMP
-31.2%
+494.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.3% |
| 7D | -1.3% | +1.4% | -2.6% | -1.4% |
| 30D | +20.3% | -13.3% | +33.6% | +22.1% |
| 3M | +8.1% | +41.1% | -33.0% | +3.7% |
| 6M | -8.8% | +17.2% | -25.9% | -11.3% |
| YTD | +10.1% | +5.2% | +4.9% | +7.8% |
| 1Y | +44.2% | +18.9% | +25.3% | +38.9% |
| 3Y | +533.0% | +215.9% | +317.1% | +426.4% |
| All | +463.0% | -31.2% | +494.2% | +359.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling