-21.1%
LOW vs KGC
+43.6%
-64.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +1.5% |
| 7D | -1.7% | -1.3% | -0.5% | -1.6% |
| 30D | -7.0% | +20.3% | -27.3% | -8.6% |
| 3M | -0.9% | +8.1% | -9.0% | -2.0% |
| 6M | -20.1% | -8.8% | -11.3% | -20.7% |
| YTD | -13.9% | +10.1% | -24.0% | -14.5% |
| 1Y | -21.1% | +44.2% | -65.4% | -22.6% |
| All | -21.1% | +43.6% | -64.8% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling