+660.5%
KGC vs COPX
+583.8%
+76.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -5.6% | -2.3% | -3.3% | -4.6% |
| 30D | +6.1% | +0.3% | +5.9% | +6.1% |
| 3M | +17.3% | +6.8% | +10.5% | +13.6% |
| 6M | -10.3% | +7.9% | -18.2% | -13.3% |
| YTD | +3.9% | +23.7% | -19.9% | -5.7% |
| 1Y | +25.7% | +71.5% | -45.8% | -2.0% |
| 3Y | +526.0% | +149.1% | +376.9% | +305.4% |
| 5Y | +455.5% | +167.3% | +288.1% | +247.0% |
| All | +660.5% | +583.8% | +76.7% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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