+445.9%
KGC vs GFI
+524.1%
-78.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.5% |
| 7D | -5.6% | -4.9% | -0.8% | -2.7% |
| 30D | +6.1% | +10.7% | -4.6% | 0.0% |
| 3M | +17.3% | +25.6% | -8.3% | +2.1% |
| 6M | -10.3% | -8.3% | -2.0% | -5.9% |
| YTD | +3.9% | +6.3% | -2.5% | +0.1% |
| 1Y | +25.7% | +22.1% | +3.7% | +11.9% |
| 3Y | +526.0% | +289.2% | +236.8% | +182.2% |
| All | +445.9% | +524.1% | -78.2% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 5y: compounded portfolio wealth divided by compounded GFI 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…
5y analysis · Full analysis span regression · 6 months rolling