+330.0%
KGC vs KEY
+127.4%
+202.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | +0.2% | -0.5% | +0.7% | +0.3% |
| 30D | -8.8% | +6.7% | -15.6% | -9.9% |
| 3M | -21.1% | -4.6% | -16.5% | -20.5% |
| 6M | -32.3% | +2.6% | -34.9% | -32.7% |
| YTD | -23.5% | +7.0% | -30.4% | -24.5% |
| 1Y | -15.0% | +23.5% | -38.4% | -17.8% |
| All | +330.0% | +127.4% | +202.6% | +250.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling