+660.5%
KGC vs INDA
+84.7%
+575.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | -5.6% | -2.7% | -3.0% | -4.5% |
| 30D | +6.1% | -2.8% | +8.9% | +7.5% |
| 3M | +17.3% | +1.6% | +15.7% | +16.7% |
| 6M | -10.3% | -1.4% | -8.9% | -9.4% |
| YTD | +3.9% | -10.1% | +14.0% | +8.6% |
| 1Y | +25.7% | -8.8% | +34.5% | +30.8% |
| 3Y | +526.0% | +7.6% | +518.4% | +513.6% |
| 5Y | +455.5% | +5.8% | +449.7% | +446.1% |
| All | +660.5% | +84.7% | +575.8% | +487.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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