+177.9%
KO vs KGC
+692.5%
-514.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +0.5% |
| 7D | -1.1% | -8.4% | +7.3% | -0.7% |
| 30D | +1.6% | +6.3% | -4.8% | +1.2% |
| 3M | +5.8% | +22.4% | -16.7% | +4.6% |
| 6M | +14.3% | -11.4% | +25.7% | +14.6% |
| YTD | +27.3% | +3.1% | +24.2% | +26.3% |
| 1Y | +33.2% | +26.6% | +6.6% | +30.3% |
| 3Y | +64.5% | +525.6% | -461.1% | +44.3% |
| 5Y | +83.1% | +451.7% | -368.5% | +59.9% |
| All | +177.9% | +692.5% | -514.7% | +137.7% |
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