+383.0%
KGC vs COMP
-47.7%
+430.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.0% |
| 3M | +8.1% | +41.1% | -33.0% | +3.9% |
| 6M | -8.8% | +17.2% | -25.9% | -11.2% |
| YTD | +10.1% | +5.2% | +4.9% | +7.9% |
| 1Y | +44.2% | +18.9% | +25.3% | +39.2% |
| 3Y | +533.0% | +215.9% | +317.1% | +432.2% |
| 5Y | +443.0% | -31.2% | +474.2% | +337.8% |
| All | +383.0% | -47.7% | +430.7% | +295.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling