+328.3%
KGC vs NYT
+754.3%
-426.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -8.4% | -0.7% | -7.7% | -8.4% |
| 30D | +6.3% | +4.5% | +1.9% | +5.9% |
| 3M | +22.4% | -8.5% | +31.0% | +23.1% |
| 6M | -11.4% | -15.1% | +3.6% | -10.4% |
| YTD | +3.1% | -3.3% | +6.4% | +3.0% |
| 1Y | +26.6% | +17.0% | +9.6% | +24.1% |
| 3Y | +525.6% | +55.7% | +469.9% | +495.1% |
| 5Y | +451.7% | +38.9% | +412.8% | +425.3% |
| 10Y | +675.3% | +485.3% | +190.0% | +552.7% |
| All | +328.3% | +754.3% | -426.1% | +240.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling