+207.2%
KGC vs INDA
+111.6%
+95.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.7% |
| 7D | +2.4% | -1.0% | +3.4% | +2.9% |
| 30D | +9.2% | -2.5% | +11.8% | +10.4% |
| 3M | +16.7% | +4.0% | +12.8% | +15.1% |
| 6M | -7.0% | -1.8% | -5.2% | -5.9% |
| YTD | +7.5% | -9.2% | +16.7% | +11.8% |
| 1Y | +34.4% | -7.2% | +41.5% | +38.8% |
| 3Y | +552.0% | +9.8% | +542.1% | +533.3% |
| 5Y | +454.5% | +7.5% | +447.0% | +442.4% |
| 10Y | +658.7% | +80.8% | +577.9% | +510.6% |
| All | +207.2% | +111.6% | +95.6% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling