+52.6%
KGC vs GLXY
-38.8%
+91.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | +0.8% |
| 7D | -6.7% | +5.3% | -11.9% | -7.3% |
| 30D | -6.7% | -19.8% | +13.1% | -5.1% |
| 3M | -22.6% | -31.4% | +8.8% | -19.8% |
| 6M | -33.4% | -53.3% | +19.9% | -28.8% |
| YTD | -26.0% | -35.7% | +9.7% | -23.6% |
| 1Y | -18.3% | -47.2% | +28.9% | -15.3% |
| All | +52.6% | -38.8% | +91.4% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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