+306.4%
KGC vs PL
+403.1%
-96.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.1% | +10.9% | +1.9% |
| 7D | 0.0% | -20.5% | +20.5% | +2.4% |
| 30D | -9.3% | -38.8% | +29.4% | -4.5% |
| 3M | -15.9% | -49.1% | +33.2% | -9.8% |
| 6M | -24.9% | -69.4% | +44.5% | -15.4% |
| YTD | -23.0% | -42.3% | +19.3% | -19.6% |
| 1Y | -9.9% | -14.2% | +4.2% | -9.9% |
| All | +306.4% | +403.1% | -96.7% | +219.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling