+330.0%
KGC vs INDA
+17.1%
+312.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +0.2% | +3.1% | -2.9% | -2.5% |
| 30D | -8.8% | +11.3% | -20.1% | -17.2% |
| 3M | -21.1% | +3.0% | -24.1% | -23.1% |
| 6M | -32.3% | +6.5% | -38.9% | -35.7% |
| YTD | -23.5% | -4.6% | -18.9% | -21.8% |
| 1Y | -15.0% | -5.8% | -9.2% | -12.2% |
| All | +330.0% | +17.1% | +312.9% | +255.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling