+1,070.1%
KGC vs GH
+473.1%
+597.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -4.1% |
| 7D | -8.4% | -1.2% | -7.2% | -8.3% |
| 30D | +6.3% | -3.7% | +10.0% | +6.7% |
| 3M | +22.4% | +21.7% | +0.8% | +19.9% |
| 6M | -11.4% | +75.7% | -87.2% | -16.5% |
| YTD | +3.1% | +55.7% | -52.6% | -1.9% |
| 1Y | +26.6% | +181.1% | -154.5% | +13.8% |
| 3Y | +525.6% | +371.6% | +154.0% | +420.1% |
| 5Y | +451.7% | +23.2% | +428.5% | +378.7% |
| All | +1,070.1% | +473.1% | +597.0% | +944.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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