+521.5%
KGC vs COO
+37.2%
+484.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +3.5% |
| 7D | +10.5% | +4.7% | +5.8% | +9.2% |
| 30D | -4.1% | +13.9% | -18.0% | -7.3% |
| 3M | -13.1% | -14.9% | +1.9% | -9.8% |
| 6M | -27.5% | +2.0% | -29.6% | -28.7% |
| YTD | -20.7% | -23.9% | +3.2% | -15.6% |
| 1Y | -6.1% | -9.6% | +3.6% | -4.4% |
| 3Y | +318.6% | -25.4% | +344.0% | +338.1% |
| 5Y | +289.9% | -41.2% | +331.1% | +321.4% |
| All | +521.5% | +37.2% | +484.3% | +449.7% |
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