+26.6%
KGC vs GTLB
-1.8%
+28.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -4.4% |
| 7D | -8.4% | -4.1% | -4.3% | -8.3% |
| 30D | +6.3% | +12.3% | -6.0% | +6.1% |
| 3M | +22.4% | +65.9% | -43.5% | +21.6% |
| 6M | -11.4% | +104.0% | -115.4% | -11.6% |
| YTD | +3.1% | +26.0% | -22.9% | +7.6% |
| 1Y | +26.6% | -3.5% | +30.1% | +35.7% |
| All | +26.6% | -1.8% | +28.4% | +35.7% |
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