+1,050.5%
KGC vs P
+469.1%
+581.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.5% | -0.5% | +2.7% |
| 7D | +10.5% | -23.8% | +34.3% | +12.8% |
| 30D | -4.1% | -36.6% | +32.6% | -0.4% |
| 3M | -13.1% | +10.9% | -24.0% | -14.9% |
| 6M | -27.5% | +30.0% | -57.5% | -30.5% |
| YTD | -20.7% | +44.4% | -65.1% | -24.9% |
| 1Y | -6.1% | +3.9% | -10.0% | -9.0% |
| 3Y | +318.6% | +176.6% | +142.0% | +267.4% |
| 5Y | +289.9% | +249.3% | +40.7% | +234.0% |
| 10Y | +501.8% | +726.9% | -225.1% | +395.9% |
| All | +1,050.5% | +469.1% | +581.4% | +893.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling