+445.9%
KGC vs KEEL
-34.6%
+480.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +0.3% |
| 7D | -5.6% | +2.9% | -8.5% | -5.9% |
| 30D | +6.1% | +0.8% | +5.3% | +5.8% |
| 3M | +17.3% | -35.3% | +52.7% | +20.7% |
| 6M | -10.3% | +59.4% | -69.7% | -15.6% |
| YTD | +3.9% | +51.9% | -48.1% | -2.5% |
| 1Y | +25.7% | +75.0% | -49.3% | +15.0% |
| 3Y | +526.0% | +224.5% | +301.4% | +403.9% |
| All | +445.9% | -34.6% | +480.5% | +351.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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