+318.6%
KGC vs S
+34.5%
+284.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.9% |
| 7D | +10.5% | -13.4% | +23.9% | +11.5% |
| 30D | -4.1% | -14.0% | +9.9% | -3.2% |
| 3M | -13.1% | +4.9% | -17.9% | -13.8% |
| 6M | -27.5% | +42.0% | -69.6% | -30.2% |
| YTD | -20.7% | +45.1% | -65.8% | -24.1% |
| 1Y | -6.1% | +33.1% | -39.1% | -9.3% |
| 3Y | +318.6% | +40.6% | +278.0% | +336.2% |
| All | +318.6% | +34.5% | +284.1% | +336.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling