+10.1%
LOW vs KGC
+248.9%
-238.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +1.0% | +0.2% | +0.7% | +0.9% |
| 30D | +25.6% | -8.8% | +34.4% | +26.6% |
| 3M | +5.3% | -21.1% | +26.4% | +7.6% |
| 6M | +3.7% | -32.3% | +36.1% | +7.2% |
| YTD | -1.9% | -23.5% | +21.6% | -0.4% |
| 1Y | +0.6% | -15.0% | +15.5% | +1.0% |
| 3Y | +26.4% | +327.5% | -301.1% | +0.8% |
| 5Y | +10.1% | +244.3% | -234.2% | -15.1% |
| All | +10.1% | +248.9% | -238.8% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling