-27.5%
KGC vs COO
+1.4%
-28.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +3.2% |
| 7D | +10.5% | +4.7% | +5.8% | +9.9% |
| 30D | -4.1% | +13.9% | -18.0% | -5.4% |
| 3M | -13.1% | -14.9% | +1.9% | -15.0% |
| 6M | -27.5% | +2.0% | -29.6% | -23.7% |
| All | -27.5% | +1.4% | -28.9% | -23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling