+660.5%
KGC vs GPN
+28.2%
+632.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -5.6% | -4.6% | -1.0% | -5.1% |
| 30D | +6.1% | -0.3% | +6.4% | +6.1% |
| 3M | +17.3% | +35.4% | -18.1% | +12.6% |
| 6M | -10.3% | +21.7% | -31.9% | -12.8% |
| YTD | +3.9% | +14.9% | -11.0% | +1.3% |
| 1Y | +25.7% | +3.2% | +22.5% | +23.9% |
| 3Y | +526.0% | -27.1% | +553.1% | +538.1% |
| 5Y | +455.5% | -44.4% | +499.8% | +473.1% |
| All | +660.5% | +28.2% | +632.4% | +600.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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