+509.3%
KGC vs IT
+6,105.9%
-5,596.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -2.1% |
| 7D | -1.3% | -6.0% | +4.8% | -1.0% |
| 30D | +20.3% | 0.0% | +20.3% | +20.3% |
| 3M | +8.1% | +13.1% | -5.0% | +7.2% |
| 6M | -8.8% | +11.7% | -20.5% | -9.6% |
| YTD | +10.1% | -26.1% | +36.2% | +11.1% |
| 1Y | +44.2% | -21.3% | +65.5% | +44.8% |
| 3Y | +533.0% | -46.7% | +579.8% | +547.0% |
| 5Y | +443.0% | -40.5% | +483.5% | +450.6% |
| 10Y | +678.6% | +103.9% | +574.7% | +644.3% |
| All | +509.3% | +6,105.9% | -5,596.5% | +544.9% |
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