+29.4%
NDAQ vs KGC
-5.3%
+34.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.5% | -4.9% | +2.1% |
| 7D | +3.9% | -6.8% | +10.7% | +4.2% |
| 30D | +19.0% | -9.2% | +28.2% | +19.4% |
| 3M | +17.6% | -9.1% | +26.7% | +18.0% |
| 6M | +21.0% | -25.7% | +46.6% | +22.4% |
| YTD | +14.1% | -23.6% | +37.7% | +13.0% |
| 1Y | +29.4% | -4.3% | +33.7% | +25.2% |
| All | +29.4% | -5.3% | +34.7% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling