+527.8%
KGC vs KEY
+120.9%
+406.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.0% |
| 7D | +10.5% | -1.3% | +11.8% | +10.5% |
| 30D | -4.1% | +5.1% | -9.2% | -4.1% |
| 3M | -13.1% | -7.1% | -6.0% | -13.0% |
| 6M | -27.5% | -4.4% | -23.2% | -27.5% |
| YTD | -20.7% | +4.0% | -24.7% | -20.7% |
| 1Y | -6.1% | +23.4% | -29.5% | -6.1% |
| 3Y | +318.6% | +113.9% | +204.7% | +320.0% |
| 5Y | +289.9% | +12.3% | +277.6% | +283.6% |
| All | +527.8% | +120.9% | +406.9% | +698.0% |
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