+605.8%
MSCI vs KGC
+645.2%
-39.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.4% | -3.6% |
| 7D | -2.1% | +2.4% | -4.5% | -2.3% |
| 30D | -1.7% | +9.2% | -11.0% | -2.6% |
| 3M | -8.2% | +16.7% | -25.0% | -9.7% |
| 6M | -2.4% | -7.0% | +4.6% | -2.4% |
| YTD | -2.8% | +7.5% | -10.3% | -4.6% |
| 1Y | -2.7% | +34.4% | -37.0% | -6.8% |
| 3Y | +7.3% | +552.0% | -544.7% | -14.6% |
| 5Y | -11.4% | +454.5% | -465.9% | -29.8% |
| 10Y | +605.8% | +658.7% | -52.9% | +469.7% |
| All | +605.8% | +645.2% | -39.4% | +469.7% |
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