+523.3%
ON vs KGC
+637.7%
-114.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.9% | -3.7% |
| 7D | +12.2% | -6.7% | +18.9% | +13.4% |
| 30D | -3.1% | -6.7% | +3.5% | -2.3% |
| 3M | -12.9% | -22.6% | +9.7% | -9.9% |
| 6M | -38.6% | -33.4% | -5.2% | -35.2% |
| YTD | +31.2% | -26.0% | +57.2% | +35.8% |
| 1Y | +47.6% | -18.3% | +65.9% | +50.7% |
| 3Y | +6.6% | +315.8% | -309.2% | -14.3% |
| 5Y | +21.3% | +225.7% | -204.4% | -3.3% |
| All | +523.3% | +637.7% | -114.4% | +409.0% |
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