+555.2%
KGC vs PL
+454.1%
+101.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | -1.3% | -9.3% | +8.0% | -0.3% |
| 30D | +20.3% | -18.9% | +39.2% | +22.9% |
| 3M | +8.1% | -58.4% | +66.5% | +17.9% |
| 6M | -8.8% | -30.3% | +21.5% | -6.5% |
| YTD | +10.1% | -8.1% | +18.2% | +9.6% |
| 1Y | +44.2% | +180.5% | -136.3% | +29.1% |
| All | +555.2% | +454.1% | +101.0% | +406.8% |
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