+568.9%
KGC vs P
+691.2%
-122.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -4.9% | -5.7% |
| 7D | +8.0% | -13.3% | +21.3% | +9.4% |
| 30D | -9.3% | -34.0% | +24.7% | -5.7% |
| 3M | -21.3% | +4.1% | -25.4% | -22.6% |
| 6M | -31.5% | +30.5% | -62.0% | -34.8% |
| YTD | -23.2% | +52.2% | -75.4% | -28.4% |
| 1Y | -15.0% | +10.3% | -25.3% | -18.6% |
| 3Y | +328.7% | +180.9% | +147.9% | +264.8% |
| 5Y | +262.9% | +259.7% | +3.2% | +198.3% |
| 10Y | +568.9% | +652.6% | -83.7% | +398.2% |
| All | +568.9% | +691.2% | -122.3% | +398.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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