+288.8%
KLAC vs KGC
+556.1%
-267.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.2% | +2.4% |
| 7D | +10.6% | +2.4% | +8.1% | +9.8% |
| 30D | -4.5% | +9.2% | -13.7% | -6.9% |
| 3M | -10.3% | +16.7% | -27.0% | -14.4% |
| 6M | +40.9% | -7.0% | +47.9% | +41.5% |
| YTD | +56.1% | +7.5% | +48.6% | +53.0% |
| 1Y | +109.0% | +34.4% | +74.7% | +96.3% |
| 3Y | +288.8% | +552.0% | -263.1% | +205.8% |
| All | +288.8% | +556.1% | -267.3% | +205.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling