+660.5%
KGC vs USFR
+28.1%
+632.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -5.6% | +0.1% | -5.8% | -5.8% |
| 30D | +6.1% | +0.4% | +5.8% | +5.6% |
| 3M | +17.3% | +1.0% | +16.3% | +15.7% |
| 6M | -10.3% | +2.0% | -12.3% | -12.8% |
| YTD | +3.9% | +2.8% | +1.1% | -0.3% |
| 1Y | +25.7% | +4.1% | +21.6% | +18.4% |
| 3Y | +526.0% | +14.1% | +511.8% | +428.3% |
| 5Y | +455.5% | +20.6% | +434.9% | +338.4% |
| All | +660.5% | +28.1% | +632.4% | +469.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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