+526.0%
KGC vs GPN
-27.4%
+553.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -5.6% | -4.3% | -1.3% | -5.3% |
| 30D | +6.1% | 0.0% | +6.1% | +6.1% |
| 3M | +17.3% | +35.8% | -18.5% | +14.3% |
| 6M | -10.3% | +22.0% | -32.3% | -12.1% |
| YTD | +3.9% | +15.2% | -11.4% | +1.9% |
| 1Y | +25.7% | +3.5% | +22.2% | +23.9% |
| 3Y | +526.0% | -26.9% | +552.9% | +556.6% |
| All | +526.0% | -27.4% | +553.4% | +556.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling