+346.4%
KGC vs GFI
+685.3%
-338.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | +2.4% | +5.7% | -3.2% | -0.8% |
| 30D | +9.2% | +15.6% | -6.4% | +0.5% |
| 3M | +16.7% | +31.5% | -14.8% | -0.5% |
| 6M | -7.0% | -3.7% | -3.3% | -5.0% |
| YTD | +7.5% | +11.2% | -3.7% | +0.9% |
| 1Y | +34.4% | +36.4% | -2.0% | +11.7% |
| 3Y | +552.0% | +313.5% | +238.4% | +168.4% |
| 5Y | +454.5% | +528.0% | -73.5% | +64.3% |
| 10Y | +658.7% | +1,021.4% | -362.8% | +39.9% |
| All | +346.4% | +685.3% | -338.9% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling