+36.0%
MSCI vs KGC
+329.2%
-293.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -1.9% | +0.2% | -2.1% | -1.9% |
| 30D | +16.5% | -8.8% | +25.3% | +16.6% |
| 3M | +18.2% | -21.1% | +39.3% | +18.6% |
| 6M | +14.0% | -32.3% | +46.3% | +14.9% |
| YTD | +16.6% | -23.5% | +40.0% | +16.4% |
| 1Y | +14.8% | -15.0% | +29.8% | +14.0% |
| All | +36.0% | +329.2% | -293.2% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling