-9.1%
LOW vs KGC
+548.3%
-557.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -9.3% | +10.5% | -19.7% | -10.0% |
| 3M | -8.1% | +19.8% | -27.9% | -9.5% |
| 6M | -19.8% | -6.7% | -13.1% | -19.9% |
| YTD | -16.4% | +7.8% | -24.1% | -17.3% |
| 1Y | -24.7% | +35.7% | -60.3% | -26.5% |
| All | -9.1% | +548.3% | -557.3% | -24.0% |
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