+7.8%
LOW vs KGC
+454.1%
-446.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.3% |
| 3M | -8.1% | +19.8% | -27.9% | -10.0% |
| 6M | -19.8% | -6.7% | -13.1% | -19.7% |
| YTD | -16.4% | +7.8% | -24.1% | -17.8% |
| 1Y | -24.7% | +35.7% | -60.3% | -27.9% |
| 3Y | -8.8% | +553.7% | -562.5% | -29.8% |
| 5Y | +7.8% | +461.7% | -453.9% | -20.2% |
| All | +7.8% | +454.1% | -446.3% | -20.2% |
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