+55.3%
O vs KGC
+678.3%
-623.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -2.4% | +10.5% | -12.9% | -3.3% |
| 3M | -0.6% | +19.8% | -20.4% | -2.2% |
| 6M | -5.0% | -6.7% | +1.7% | -5.0% |
| YTD | +10.4% | +7.8% | +2.6% | +8.8% |
| 1Y | +6.6% | +35.7% | -29.1% | +2.7% |
| 3Y | +28.4% | +553.7% | -525.3% | +7.2% |
| 5Y | +15.3% | +461.7% | -446.4% | -4.0% |
| 10Y | +55.3% | +710.2% | -654.9% | +25.5% |
| All | +55.3% | +678.3% | -623.0% | +25.5% |
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