-4.3%
KGC vs PL
-0.6%
-3.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -6.4% | +13.8% | +8.5% |
| 7D | -6.8% | -11.7% | +4.9% | -5.0% |
| 30D | -9.2% | -27.1% | +18.0% | -4.7% |
| 3M | -9.1% | -44.6% | +35.5% | -0.7% |
| 6M | -25.7% | -67.2% | +41.5% | -12.1% |
| YTD | -23.6% | -35.9% | +12.2% | -21.3% |
| 1Y | -4.3% | -0.4% | -3.9% | -10.0% |
| All | -4.3% | -0.6% | -3.7% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling