+24.1%
KWEB vs KGC
+533.9%
-509.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.4% |
| 7D | -1.3% | +2.4% | -3.7% | -1.6% |
| 30D | -11.5% | +9.2% | -20.7% | -12.5% |
| 3M | -2.9% | +16.7% | -19.7% | -5.0% |
| 6M | -14.6% | -7.0% | -7.6% | -14.5% |
| YTD | -25.5% | +7.5% | -33.0% | -26.8% |
| 1Y | -31.1% | +34.4% | -65.4% | -34.1% |
| 3Y | +3.0% | +552.0% | -549.0% | -17.6% |
| 5Y | -42.6% | +454.5% | -497.1% | -54.1% |
| 10Y | -21.1% | +658.7% | -679.8% | -38.5% |
| All | +24.1% | +533.9% | -509.8% | -2.1% |
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