+587.2%
KGC vs KEY
+96.4%
+490.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -6.7% | +2.9% | -9.6% | -6.7% |
| 30D | -6.7% | +8.4% | -15.1% | -6.8% |
| 3M | -22.6% | -5.8% | -16.8% | -22.5% |
| 6M | -33.4% | +5.4% | -38.9% | -33.5% |
| YTD | -26.0% | +7.1% | -33.0% | -26.1% |
| 1Y | -18.3% | +26.8% | -45.1% | -18.4% |
| 3Y | +315.8% | +128.7% | +187.1% | +316.1% |
| 5Y | +225.7% | +13.6% | +212.1% | +219.7% |
| All | +587.2% | +96.4% | +490.8% | +693.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling