+35,474.9%
LOW vs KGC
+357.0%
+35,117.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +1.3% |
| 7D | -1.7% | -1.3% | -0.5% | -1.7% |
| 30D | -7.0% | +20.3% | -27.3% | -7.2% |
| 3M | -0.9% | +8.1% | -9.0% | -1.0% |
| 6M | -20.1% | -8.8% | -11.3% | -20.1% |
| YTD | -13.9% | +10.1% | -24.0% | -14.0% |
| 1Y | -21.1% | +44.2% | -65.4% | -21.4% |
| 3Y | -6.6% | +533.0% | -539.7% | -8.0% |
| 5Y | +9.4% | +443.0% | -433.7% | +7.6% |
| 10Y | +220.5% | +678.6% | -458.1% | +216.5% |
| All | +35,474.9% | +357.0% | +35,117.9% | +36,509.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling