+133.4%
KR vs KGC
+698.0%
-564.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.7% |
| 7D | -0.2% | -5.6% | +5.5% | 0.0% |
| 30D | +5.1% | +6.1% | -1.1% | +4.8% |
| 3M | -8.2% | +17.3% | -25.5% | -8.7% |
| 6M | -18.0% | -10.3% | -7.7% | -17.9% |
| YTD | -4.8% | +3.9% | -8.6% | -5.4% |
| 1Y | -11.0% | +25.7% | -36.8% | -12.4% |
| 3Y | +37.7% | +526.0% | -488.3% | +26.8% |
| 5Y | +52.8% | +455.5% | -402.7% | +39.9% |
| All | +133.4% | +698.0% | -564.6% | +115.7% |
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