+286.2%
KGC vs GPC
+3.6%
+282.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.3% |
| 7D | +10.5% | +1.6% | +8.9% | +10.1% |
| 30D | -4.1% | -2.1% | -2.0% | -3.7% |
| 3M | -13.1% | -6.8% | -6.3% | -11.8% |
| 6M | -27.5% | +18.6% | -46.1% | -30.3% |
| YTD | -20.7% | +2.7% | -23.4% | -22.2% |
| 1Y | -6.1% | +1.8% | -7.8% | -7.7% |
| 3Y | +318.6% | +1.1% | +317.6% | +297.5% |
| All | +286.2% | +3.6% | +282.7% | +241.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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