+222.0%
KGC vs M
-3.3%
+225.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | -6.7% | +7.0% | -13.7% | -7.4% |
| 30D | -6.7% | +8.9% | -15.6% | -7.7% |
| 3M | -22.6% | +4.5% | -27.1% | -23.1% |
| 6M | -33.4% | +36.2% | -69.6% | -36.0% |
| YTD | -26.0% | +15.1% | -41.1% | -27.8% |
| 1Y | -18.3% | +27.4% | -45.7% | -21.2% |
| 3Y | +315.8% | +160.1% | +155.6% | +261.0% |
| All | +222.0% | -3.3% | +225.3% | +198.5% |
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