+227.1%
LOW vs KGC
+692.5%
-465.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.7% |
| 7D | -2.6% | -8.4% | +5.8% | -2.0% |
| 30D | -11.1% | +6.3% | -17.5% | -11.6% |
| 3M | -8.5% | +22.4% | -30.9% | -9.9% |
| 6M | -20.8% | -11.4% | -9.4% | -20.5% |
| YTD | -17.2% | +3.1% | -20.4% | -17.9% |
| 1Y | -24.7% | +26.6% | -51.3% | -26.5% |
| 3Y | -9.7% | +525.6% | -535.3% | -22.0% |
| 5Y | +6.0% | +451.7% | -445.7% | -9.2% |
| All | +227.1% | +692.5% | -465.4% | +184.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling