+461.7%
KGC vs KMX
-54.2%
+515.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.3% |
| 7D | -0.1% | -1.9% | +1.8% | +0.2% |
| 30D | +10.5% | +2.6% | +7.9% | +10.2% |
| 3M | +19.8% | +25.6% | -5.8% | +16.2% |
| 6M | -6.7% | +41.9% | -48.5% | -11.4% |
| YTD | +7.8% | +56.0% | -48.3% | +1.1% |
| 1Y | +35.7% | -1.8% | +37.4% | +33.2% |
| 3Y | +553.7% | -25.7% | +579.4% | +553.3% |
| 5Y | +461.7% | -54.7% | +516.4% | +462.5% |
| All | +461.7% | -54.2% | +515.8% | +462.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling