+785.4%
MSCI vs KGC
+523.1%
+262.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.5% |
| 7D | +2.8% | +10.5% | -7.7% | +2.0% |
| 30D | +15.4% | -4.1% | +19.5% | +15.7% |
| 3M | +13.4% | -13.1% | +26.5% | +14.3% |
| 6M | +10.9% | -27.5% | +38.5% | +13.2% |
| YTD | +13.0% | -20.7% | +33.7% | +13.5% |
| 1Y | +12.0% | -6.1% | +18.1% | +10.6% |
| 3Y | +34.1% | +318.6% | -284.5% | +11.0% |
| 5Y | +3.9% | +289.9% | -286.0% | -15.4% |
| All | +785.4% | +523.1% | +262.3% | +629.2% |
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 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