+298.7%
KGC vs COMP
-13.7%
+312.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -2.9% | +2.1% |
| 7D | +11.1% | +14.5% | -3.4% | +9.3% |
| 30D | -3.7% | +14.9% | -18.7% | -5.5% |
| 3M | -17.2% | -14.2% | -3.0% | -16.1% |
| 6M | -27.3% | +23.7% | -51.0% | -29.5% |
| YTD | -18.5% | +2.1% | -20.6% | -20.2% |
| 1Y | -5.7% | +26.2% | -31.9% | -9.7% |
| 3Y | +336.5% | +470.9% | -134.4% | +240.4% |
| 5Y | +298.7% | -14.0% | +312.7% | +240.6% |
| All | +298.7% | -13.7% | +312.4% | +240.6% |
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