+222.0%
KGC vs REPL
-35.0%
+257.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.2% |
| 7D | -6.7% | +1.2% | -7.9% | -6.7% |
| 30D | -6.7% | +92.2% | -98.8% | -7.9% |
| 3M | -22.6% | +44.1% | -66.7% | -23.2% |
| 6M | -33.4% | +313.0% | -346.4% | -36.4% |
| YTD | -26.0% | +125.2% | -151.2% | -29.5% |
| 1Y | -18.3% | +143.8% | -162.1% | -22.4% |
| 3Y | +315.8% | +104.2% | +211.6% | +264.3% |
| All | +222.0% | -35.0% | +257.0% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 5y: compounded portfolio wealth divided by compounded REPL 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…
5y analysis · Full analysis span regression · 6 months rolling