+278.5%
KGC vs COMP
-28.0%
+306.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.2% | +9.0% | +1.8% |
| 7D | 0.0% | -1.8% | +1.8% | +0.2% |
| 30D | -9.3% | -0.8% | -8.6% | -9.4% |
| 3M | -15.9% | -28.1% | +12.3% | -12.8% |
| 6M | -24.9% | +27.0% | -51.9% | -27.4% |
| YTD | -23.0% | -12.8% | -10.3% | -23.1% |
| 1Y | -9.9% | +4.9% | -14.8% | -11.8% |
| 3Y | +301.2% | +321.0% | -19.8% | +223.9% |
| 5Y | +278.5% | -25.6% | +304.1% | +230.7% |
| All | +278.5% | -28.0% | +306.5% | +230.7% |
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