+91.8%
KGC vs GNRC
+2,120.5%
-2,028.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.9% | -2.5% |
| 7D | +2.4% | +4.8% | -2.4% | +1.8% |
| 30D | +9.2% | -10.4% | +19.6% | +10.6% |
| 3M | +16.7% | -28.5% | +45.2% | +21.2% |
| 6M | -7.0% | -6.8% | -0.2% | -6.7% |
| YTD | +7.5% | +39.5% | -32.0% | +2.7% |
| 1Y | +34.4% | +3.4% | +31.0% | +32.4% |
| 3Y | +552.0% | +65.1% | +486.8% | +499.1% |
| 5Y | +454.5% | -57.1% | +511.6% | +461.2% |
| 10Y | +658.7% | +432.5% | +226.2% | +518.4% |
| All | +91.8% | +2,120.5% | -2,028.7% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling