+74.5%
KGC vs KMX
+475.4%
-400.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.3% |
| 7D | -1.3% | +1.9% | -3.2% | -1.4% |
| 30D | +20.3% | +11.7% | +8.6% | +19.5% |
| 3M | +8.1% | +34.9% | -26.8% | +6.2% |
| 6M | -8.8% | +50.3% | -59.0% | -11.1% |
| YTD | +10.1% | +63.8% | -53.7% | +6.7% |
| 1Y | +44.2% | +3.8% | +40.4% | +42.7% |
| 3Y | +533.0% | -24.3% | +557.3% | +532.9% |
| 5Y | +443.0% | -50.2% | +493.2% | +448.7% |
| 10Y | +678.6% | +5.4% | +673.2% | +649.1% |
| All | +74.5% | +475.4% | -400.9% | +86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling