+452.1%
KLAC vs KGC
+454.1%
-2.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | +6.2% | -0.1% | +6.3% | +6.1% |
| 30D | -5.0% | +10.5% | -15.5% | -7.6% |
| 3M | -14.4% | +19.8% | -34.2% | -18.7% |
| 6M | +28.3% | -6.7% | +35.0% | +28.9% |
| YTD | +51.1% | +7.8% | +43.3% | +47.3% |
| 1Y | +100.4% | +35.7% | +64.7% | +85.8% |
| 3Y | +276.3% | +553.7% | -277.3% | +146.8% |
| 5Y | +452.1% | +461.7% | -9.6% | +248.8% |
| All | +452.1% | +454.1% | -2.1% | +248.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling