+126.9%
KGC vs GLXY
+12.0%
+114.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.6% | -2.2% |
| 7D | -1.3% | +13.4% | -14.7% | -2.7% |
| 30D | +20.3% | +38.1% | -17.8% | +16.2% |
| 3M | +8.1% | -7.3% | +15.4% | +8.1% |
| 6M | -8.8% | +8.2% | -16.9% | -9.9% |
| YTD | +10.1% | +17.8% | -7.7% | +6.9% |
| 1Y | +44.2% | +14.9% | +29.3% | +40.5% |
| All | +126.9% | +12.0% | +114.8% | +117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling