+286.2%
KGC vs M
-11.5%
+297.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.6% | +7.6% | +3.6% |
| 7D | +10.5% | -4.3% | +14.8% | +11.0% |
| 30D | -4.1% | +1.3% | -5.3% | -4.2% |
| 3M | -13.1% | -7.4% | -5.7% | -12.4% |
| 6M | -27.5% | +18.3% | -45.9% | -29.2% |
| YTD | -20.7% | +7.6% | -28.3% | -22.0% |
| 1Y | -6.1% | +17.4% | -23.5% | -8.5% |
| 3Y | +318.6% | +108.4% | +210.3% | +272.7% |
| All | +286.2% | -11.5% | +297.7% | +262.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling