+95.4%
NDAQ vs KGC
+562.0%
-466.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.7% |
| 7D | -2.4% | -1.3% | -1.2% | -2.4% |
| 30D | +2.5% | +20.3% | -17.8% | +1.3% |
| 3M | +9.9% | +8.1% | +1.8% | +9.2% |
| 6M | +9.4% | -8.8% | +18.2% | +9.5% |
| YTD | +0.4% | +10.1% | -9.6% | -1.0% |
| 1Y | +4.0% | +44.2% | -40.2% | +0.3% |
| All | +95.4% | +562.0% | -466.5% | +65.1% |
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