+463.0%
KGC vs KEY
+40.7%
+422.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | -1.3% | +2.2% | -3.5% | -1.5% |
| 30D | +20.3% | -3.0% | +23.3% | +20.6% |
| 3M | +8.1% | +3.3% | +4.7% | +7.6% |
| 6M | -8.8% | +9.2% | -18.0% | -9.7% |
| YTD | +10.1% | +10.6% | -0.6% | +8.8% |
| 1Y | +44.2% | +20.4% | +23.8% | +41.2% |
| 3Y | +533.0% | +121.8% | +411.2% | +477.2% |
| All | +463.0% | +40.7% | +422.3% | +430.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling