+555.2%
KGC vs P
+158.6%
+396.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.5% |
| 7D | -1.3% | +6.5% | -7.8% | -2.1% |
| 30D | +20.3% | +18.8% | +1.4% | +16.8% |
| 3M | +8.1% | +26.7% | -18.7% | +3.7% |
| 6M | -8.8% | +62.2% | -70.9% | -15.8% |
| YTD | +10.1% | +48.5% | -38.4% | +2.5% |
| 1Y | +44.2% | +26.4% | +17.8% | +35.8% |
| All | +555.2% | +158.6% | +396.6% | +452.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling