+658.7%
KGC vs M
-6.4%
+665.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -2.3% |
| 7D | +2.4% | +2.4% | +0.1% | +2.4% |
| 30D | +9.2% | -11.6% | +20.8% | +9.6% |
| 3M | +16.7% | +1.6% | +15.1% | +16.7% |
| 6M | -7.0% | +25.2% | -32.2% | -7.5% |
| YTD | +7.5% | +3.8% | +3.7% | +7.2% |
| 1Y | +34.4% | +36.3% | -2.0% | +33.2% |
| 3Y | +552.0% | +116.3% | +435.6% | +542.3% |
| 5Y | +454.5% | +28.2% | +426.3% | +451.4% |
| 10Y | +658.7% | -3.4% | +662.1% | +578.6% |
| All | +658.7% | -6.4% | +665.0% | +578.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling