+660.5%
KGC vs GNRC
+448.8%
+211.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.3% |
| 7D | -5.6% | -0.2% | -5.4% | -5.6% |
| 30D | +6.1% | -15.7% | +21.9% | +8.8% |
| 3M | +17.3% | -27.3% | +44.7% | +22.4% |
| 6M | -10.3% | -12.1% | +1.8% | -9.2% |
| YTD | +3.9% | +37.1% | -33.3% | -1.4% |
| 1Y | +25.7% | -0.5% | +26.2% | +24.2% |
| 3Y | +526.0% | +61.5% | +464.5% | +466.7% |
| 5Y | +455.5% | -58.6% | +514.0% | +462.6% |
| All | +660.5% | +448.8% | +211.7% | +673.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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