+2,896.3%
KLAC vs KGC
+698.0%
+2,198.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | -2.7% | -5.6% | +3.0% | -1.8% |
| 30D | -13.2% | +6.1% | -19.3% | -14.2% |
| 3M | -25.0% | +17.3% | -42.3% | -27.4% |
| 6M | +23.6% | -10.3% | +33.9% | +24.9% |
| YTD | +49.2% | +3.9% | +45.4% | +47.5% |
| 1Y | +89.3% | +25.7% | +63.6% | +81.6% |
| 3Y | +274.4% | +526.0% | -251.6% | +183.1% |
| 5Y | +440.9% | +455.5% | -14.5% | +305.0% |
| All | +2,896.3% | +698.0% | +2,198.3% | +2,129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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