-1.9%
KWEB vs KGC
+524.7%
-526.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -5.6% | -5.6% | +0.1% | -4.8% |
| 30D | -10.7% | +6.1% | -16.8% | -11.7% |
| 3M | -7.4% | +17.3% | -24.7% | -10.1% |
| 6M | -19.3% | -10.3% | -9.0% | -18.5% |
| YTD | -27.8% | +3.9% | -31.6% | -28.9% |
| 1Y | -35.9% | +25.7% | -61.7% | -39.1% |
| 3Y | -1.9% | +526.0% | -527.9% | -31.2% |
| All | -1.9% | +524.7% | -526.6% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling