-4.3%
KGC vs GTLB
+6.1%
-10.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.5% | +7.5% |
| 7D | -6.8% | -9.7% | +2.9% | -6.5% |
| 30D | -9.2% | +1.7% | -10.8% | -9.1% |
| 3M | -9.1% | +43.6% | -52.7% | -9.5% |
| 6M | -25.7% | +113.0% | -138.6% | -25.2% |
| YTD | -23.6% | +39.5% | -63.2% | -18.5% |
| 1Y | -4.3% | +12.6% | -16.9% | +5.8% |
| All | -4.3% | +6.1% | -10.4% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling