+330.0%
KGC vs GFS
-16.3%
+346.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -1.1% |
| 7D | +0.2% | +6.2% | -6.0% | -0.8% |
| 30D | -8.8% | -11.4% | +2.5% | -7.4% |
| 3M | -21.1% | -15.5% | -5.6% | -19.5% |
| 6M | -32.3% | -42.6% | +10.3% | -27.4% |
| YTD | -23.5% | +23.2% | -46.6% | -25.7% |
| 1Y | -15.0% | +23.6% | -38.6% | -17.6% |
| All | +330.0% | -16.3% | +346.3% | +343.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 3y: compounded portfolio wealth divided by compounded GFS 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…
3y analysis · Full analysis span regression · 6 months rolling