-15.0%
KGC vs GGLL
-17.3%
+2.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -5.7% |
| 7D | +8.0% | +5.1% | +2.9% | +7.2% |
| 30D | -9.3% | -35.5% | +26.2% | -4.1% |
| 3M | -21.3% | -39.2% | +17.8% | -16.3% |
| 6M | -31.5% | -54.4% | +22.9% | -23.8% |
| YTD | -23.2% | -29.8% | +6.6% | -23.9% |
| 1Y | -15.0% | -20.4% | +5.4% | -18.8% |
| All | -15.0% | -17.3% | +2.3% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling