+445.9%
KGC vs GPN
-44.7%
+490.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -5.6% | -4.6% | -1.0% | -5.0% |
| 30D | +6.1% | -0.3% | +6.4% | +6.1% |
| 3M | +17.3% | +35.4% | -18.1% | +11.7% |
| 6M | -10.3% | +21.7% | -31.9% | -13.3% |
| YTD | +3.9% | +14.9% | -11.0% | +0.8% |
| 1Y | +25.7% | +3.2% | +22.5% | +23.6% |
| 3Y | +526.0% | -27.1% | +553.1% | +547.5% |
| All | +445.9% | -44.7% | +490.6% | +454.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling