+245.2%
KGC vs OMC
+53.9%
+191.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -5.8% |
| 7D | +8.0% | +6.8% | +1.2% | +6.9% |
| 30D | -9.3% | +16.2% | -25.5% | -11.5% |
| 3M | -21.3% | +6.0% | -27.3% | -22.2% |
| 6M | -31.5% | +17.7% | -49.2% | -33.4% |
| YTD | -23.2% | +13.5% | -36.7% | -25.3% |
| 1Y | -15.0% | +27.2% | -42.2% | -19.3% |
| 3Y | +328.7% | +30.4% | +298.3% | +294.3% |
| All | +245.2% | +53.9% | +191.4% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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