+552.0%
KGC vs KMX
-25.6%
+577.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -1.8% |
| 7D | +2.4% | -0.7% | +3.2% | +2.5% |
| 30D | +9.2% | +4.1% | +5.1% | +8.8% |
| 3M | +16.7% | +27.5% | -10.8% | +13.5% |
| 6M | -7.0% | +43.6% | -50.6% | -11.3% |
| YTD | +7.5% | +56.8% | -49.3% | +1.7% |
| 1Y | +34.4% | -1.3% | +35.7% | +31.2% |
| 3Y | +552.0% | -25.4% | +577.4% | +523.1% |
| All | +552.0% | -25.6% | +577.5% | +523.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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