+4,200.1%
KR vs KGC
+346.4%
+3,853.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | 0.0% | -2.4% |
| 7D | -1.3% | +2.4% | -3.7% | -1.3% |
| 30D | +1.5% | +9.2% | -7.7% | +1.5% |
| 3M | -8.5% | +16.7% | -25.3% | -8.6% |
| 6M | -21.9% | -7.0% | -14.9% | -21.9% |
| YTD | -6.9% | +7.5% | -14.4% | -7.0% |
| 1Y | -14.0% | +34.4% | -48.3% | -14.2% |
| 3Y | +30.3% | +552.0% | -521.7% | +28.6% |
| 5Y | +37.7% | +454.5% | -416.8% | +35.9% |
| 10Y | +125.2% | +658.7% | -533.5% | +122.1% |
| All | +4,200.1% | +346.4% | +3,853.8% | +4,409.5% |
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