+376.0%
NDAQ vs KGC
+645.2%
-269.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.7% |
| 7D | -2.6% | +2.4% | -5.0% | -2.7% |
| 30D | +0.5% | +9.2% | -8.8% | -0.2% |
| 3M | +9.9% | +16.7% | -6.8% | +8.4% |
| 6M | +8.2% | -7.0% | +15.2% | +8.2% |
| YTD | -1.5% | +7.5% | -9.0% | -2.8% |
| 1Y | +1.3% | +34.4% | -33.0% | -2.1% |
| 3Y | +92.6% | +552.0% | -459.4% | +62.4% |
| 5Y | +53.8% | +454.5% | -400.7% | +29.2% |
| 10Y | +376.0% | +658.7% | -282.7% | +308.6% |
| All | +376.0% | +645.2% | -269.2% | +308.6% |
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 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