+461.7%
KGC vs INDA
+5.9%
+455.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +1.0% |
| 7D | -0.1% | -2.6% | +2.5% | +2.1% |
| 30D | +10.5% | -2.9% | +13.4% | +13.2% |
| 3M | +19.8% | +2.4% | +17.4% | +17.8% |
| 6M | -6.7% | -2.6% | -4.1% | -4.3% |
| YTD | +7.8% | -10.0% | +17.7% | +16.6% |
| 1Y | +35.7% | -7.7% | +43.3% | +44.3% |
| 3Y | +553.7% | +8.9% | +544.8% | +507.3% |
| 5Y | +461.7% | +6.0% | +455.7% | +430.0% |
| All | +461.7% | +5.9% | +455.8% | +430.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling