+48.8%
KR vs KGC
+435.7%
-386.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +1.0% |
| 7D | -2.7% | -8.4% | +5.8% | -2.4% |
| 30D | +1.9% | +6.3% | -4.4% | +1.7% |
| 3M | -11.0% | +22.4% | -33.5% | -11.8% |
| 6M | -20.2% | -11.4% | -8.8% | -19.9% |
| YTD | -7.3% | +3.1% | -10.4% | -8.1% |
| 1Y | -13.1% | +26.6% | -39.7% | -15.3% |
| 3Y | +29.7% | +525.6% | -495.9% | +12.7% |
| 5Y | +48.8% | +451.7% | -402.9% | +27.2% |
| All | +48.8% | +435.7% | -386.9% | +27.2% |
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