+271.0%
KGC vs S
-49.1%
+320.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.7% |
| 7D | +8.0% | +1.4% | +6.6% | +7.9% |
| 30D | -9.3% | -10.8% | +1.5% | -8.6% |
| 3M | -21.3% | +5.4% | -26.7% | -22.0% |
| 6M | -31.5% | +41.2% | -72.7% | -34.0% |
| YTD | -23.2% | +56.2% | -79.4% | -27.0% |
| 1Y | -15.0% | +36.3% | -51.3% | -18.3% |
| 3Y | +328.7% | +49.4% | +279.3% | +303.5% |
| 5Y | +262.9% | -66.9% | +329.8% | +257.1% |
| All | +271.0% | -49.1% | +320.1% | +263.7% |
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