+351.0%
KGC vs IT
+6,259.0%
-5,908.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.3% | +2.7% |
| 7D | +11.1% | -18.8% | +29.9% | +12.2% |
| 30D | -3.7% | -0.1% | -3.7% | -3.8% |
| 3M | -17.2% | +2.9% | -20.1% | -17.5% |
| 6M | -27.3% | +20.4% | -47.7% | -28.3% |
| YTD | -18.5% | -24.3% | +5.7% | -18.0% |
| 1Y | -5.7% | -17.2% | +11.4% | -5.6% |
| 3Y | +336.5% | -52.4% | +388.9% | +348.2% |
| 5Y | +298.7% | -43.7% | +342.4% | +304.5% |
| 10Y | +538.5% | +90.3% | +448.3% | +511.1% |
| All | +351.0% | +6,259.0% | -5,908.0% | +376.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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