+521.7%
KGC vs GNRC
+57.0%
+464.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -3.8% |
| 7D | -8.4% | -0.7% | -7.7% | -8.3% |
| 30D | +6.3% | -15.8% | +22.2% | +9.7% |
| 3M | +22.4% | -24.0% | +46.5% | +27.8% |
| 6M | -11.4% | -13.8% | +2.4% | -9.7% |
| YTD | +3.1% | +33.2% | -30.1% | -2.2% |
| 1Y | +26.6% | -1.8% | +28.4% | +25.3% |
| All | +521.7% | +57.0% | +464.7% | +445.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling