+739.6%
KGC vs GH
+446.7%
+293.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.3% | +0.4% |
| 7D | -6.7% | +0.6% | -7.2% | -6.7% |
| 30D | -6.7% | -6.9% | +0.3% | -6.1% |
| 3M | -22.6% | -4.9% | -17.7% | -22.4% |
| 6M | -33.4% | +54.1% | -87.5% | -36.5% |
| YTD | -26.0% | +48.5% | -74.5% | -29.4% |
| 1Y | -18.3% | +61.2% | -79.5% | -22.7% |
| 3Y | +315.8% | +570.3% | -254.6% | +236.4% |
| 5Y | +225.7% | +46.1% | +179.6% | +181.0% |
| All | +739.6% | +446.7% | +293.0% | +650.6% |
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