+634.8%
KGC vs P
+686.0%
-51.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -0.7% |
| 7D | +0.2% | -4.7% | +4.9% | +0.5% |
| 30D | -8.8% | -31.4% | +22.6% | -5.6% |
| 3M | -21.1% | -2.6% | -18.4% | -21.7% |
| 6M | -32.3% | +21.9% | -54.3% | -35.1% |
| YTD | -23.5% | +58.9% | -82.4% | -29.0% |
| 1Y | -15.0% | +21.7% | -36.7% | -19.4% |
| 3Y | +327.5% | +193.3% | +134.2% | +261.0% |
| 5Y | +244.3% | +275.1% | -30.8% | +180.6% |
| 10Y | +634.8% | +655.3% | -20.6% | +467.0% |
| All | +634.8% | +686.0% | -51.2% | +467.0% |
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