+660.5%
KGC vs NYT
+489.9%
+170.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -5.6% | -0.6% | -5.0% | -5.6% |
| 30D | +6.1% | +4.6% | +1.6% | +5.5% |
| 3M | +17.3% | -9.6% | +26.9% | +18.4% |
| 6M | -10.3% | -14.0% | +3.7% | -8.9% |
| YTD | +3.9% | -2.8% | +6.7% | +3.3% |
| 1Y | +25.7% | +15.6% | +10.1% | +21.6% |
| 3Y | +526.0% | +56.3% | +469.7% | +472.1% |
| 5Y | +455.5% | +39.5% | +416.0% | +403.3% |
| All | +660.5% | +489.9% | +170.6% | +725.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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