+555.2%
KGC vs M
+117.7%
+437.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -2.6% |
| 7D | -1.3% | +4.7% | -6.0% | -1.8% |
| 30D | +20.3% | -9.6% | +29.9% | +21.5% |
| 3M | +8.1% | +0.9% | +7.2% | +7.8% |
| 6M | -8.8% | +22.3% | -31.0% | -10.8% |
| YTD | +10.1% | +6.5% | +3.5% | +8.7% |
| 1Y | +44.2% | +38.8% | +5.4% | +38.6% |
| All | +555.2% | +117.7% | +437.5% | +505.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling