+262.9%
KGC vs GH
+46.0%
+216.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.2% | -3.6% | -5.5% |
| 7D | +8.0% | -11.2% | +19.3% | +9.6% |
| 30D | -9.3% | -7.2% | -2.1% | -8.6% |
| 3M | -21.3% | -7.1% | -14.2% | -20.9% |
| 6M | -31.5% | +62.3% | -93.8% | -36.3% |
| YTD | -23.2% | +52.1% | -75.3% | -28.4% |
| 1Y | -15.0% | +58.6% | -73.7% | -21.2% |
| 3Y | +328.7% | +619.9% | -291.2% | +212.9% |
| 5Y | +262.9% | +49.7% | +213.2% | +201.4% |
| All | +262.9% | +46.0% | +216.8% | +201.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling