+830.5%
KGC vs REPL
-6.0%
+836.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.6% | -2.2% |
| 7D | -1.3% | -3.0% | +1.7% | -1.2% |
| 30D | +20.3% | +27.1% | -6.9% | +19.4% |
| 3M | +8.1% | +52.4% | -44.3% | +5.8% |
| 6M | -8.8% | +107.4% | -116.2% | -14.0% |
| YTD | +10.1% | +54.7% | -44.7% | +4.6% |
| 1Y | +44.2% | +158.9% | -114.6% | +33.2% |
| 3Y | +533.0% | -23.7% | +556.8% | +473.5% |
| 5Y | +443.0% | -54.3% | +497.3% | +395.4% |
| All | +830.5% | -6.0% | +836.5% | +711.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling