+1,078.1%
KGC vs GH
+467.1%
+611.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -5.6% | -2.5% | -3.1% | -5.4% |
| 30D | +6.1% | -4.7% | +10.8% | +6.6% |
| 3M | +17.3% | +20.2% | -2.9% | +15.0% |
| 6M | -10.3% | +78.8% | -89.1% | -15.6% |
| YTD | +3.9% | +54.1% | -50.2% | -1.1% |
| 1Y | +25.7% | +177.1% | -151.3% | +13.1% |
| 3Y | +526.0% | +371.6% | +154.3% | +420.6% |
| 5Y | +455.5% | +21.9% | +433.6% | +382.5% |
| All | +1,078.1% | +467.1% | +611.0% | +952.4% |
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