+4,250.2%
KO vs KGC
+346.4%
+3,903.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +0.4% |
| 7D | +0.4% | +2.4% | -2.0% | +0.4% |
| 30D | +1.5% | +9.2% | -7.7% | +1.4% |
| 3M | +11.8% | +16.7% | -4.9% | +11.5% |
| 6M | +16.2% | -7.0% | +23.2% | +16.2% |
| YTD | +28.1% | +7.5% | +20.6% | +27.8% |
| 1Y | +34.8% | +34.4% | +0.4% | +34.0% |
| 3Y | +65.5% | +552.0% | -486.5% | +60.8% |
| 5Y | +81.6% | +454.5% | -372.9% | +76.4% |
| 10Y | +176.7% | +658.7% | -482.0% | +167.1% |
| All | +4,250.2% | +346.4% | +3,903.8% | +4,264.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling