+308.8%
KGC vs IT
+6,253.0%
-5,944.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.5% |
| 7D | -4.1% | -3.7% | -0.4% | -3.9% |
| 30D | -11.6% | -3.1% | -8.5% | -11.6% |
| 3M | -24.5% | +6.3% | -30.9% | -24.9% |
| 6M | -34.6% | +24.8% | -59.3% | -35.5% |
| YTD | -26.2% | -24.4% | -1.8% | -25.7% |
| 1Y | -20.1% | -17.1% | -3.0% | -20.0% |
| 3Y | +312.4% | -53.6% | +366.0% | +324.1% |
| 5Y | +224.9% | -42.5% | +267.4% | +229.4% |
| 10Y | +608.7% | +88.8% | +519.9% | +578.5% |
| All | +308.8% | +6,253.0% | -5,944.2% | +331.4% |
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