+676.8%
KGC vs COO
+47.8%
+629.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | -1.3% | -2.2% | +0.9% | -0.7% |
| 30D | +20.3% | -7.0% | +27.3% | +22.5% |
| 3M | +8.1% | +12.2% | -4.1% | +4.3% |
| 6M | -8.8% | -15.1% | +6.3% | -5.1% |
| YTD | +10.1% | -15.1% | +25.2% | +14.4% |
| 1Y | +44.2% | +2.3% | +41.9% | +42.3% |
| 3Y | +533.0% | -23.7% | +556.7% | +562.5% |
| 5Y | +443.0% | -38.9% | +481.9% | +480.5% |
| All | +676.8% | +47.8% | +629.0% | +593.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling