+461.7%
KGC vs USFR
+20.4%
+441.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +10.5% | +0.3% | +10.2% | +9.9% |
| 3M | +19.8% | +1.0% | +18.8% | +17.7% |
| 6M | -6.7% | +1.9% | -8.6% | -10.6% |
| YTD | +7.8% | +2.7% | +5.1% | +1.1% |
| 1Y | +35.7% | +4.0% | +31.7% | +22.9% |
| 3Y | +553.7% | +14.0% | +539.7% | +437.8% |
| 5Y | +461.7% | +20.4% | +441.3% | +313.6% |
| All | +461.7% | +20.4% | +441.3% | +313.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling