+293.8%
KGC vs S
-48.9%
+342.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.0% | -5.3% | +2.1% |
| 7D | +11.1% | +1.6% | +9.6% | +11.0% |
| 30D | -3.7% | -10.5% | +6.7% | -3.1% |
| 3M | -17.2% | +9.9% | -27.1% | -18.3% |
| 6M | -27.3% | +41.8% | -69.1% | -29.9% |
| YTD | -18.5% | +56.8% | -75.3% | -22.5% |
| 1Y | -5.7% | +39.0% | -44.7% | -9.5% |
| 3Y | +336.5% | +53.8% | +282.6% | +309.8% |
| 5Y | +298.7% | -68.6% | +367.3% | +292.2% |
| All | +293.8% | -48.9% | +342.7% | +285.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling