+7.8%
ON vs KGC
+286.2%
-278.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.2% |
| 7D | -11.7% | +10.5% | -22.1% | -13.9% |
| 30D | -23.3% | -4.1% | -19.2% | -22.7% |
| 3M | -19.2% | -13.1% | -6.1% | -17.2% |
| 6M | -40.1% | -27.5% | -12.6% | -36.3% |
| YTD | +16.9% | -20.7% | +37.6% | +21.0% |
| 1Y | +29.7% | -6.1% | +35.8% | +29.3% |
| 3Y | -4.4% | +318.6% | -323.0% | -38.3% |
| All | +7.8% | +286.2% | -278.4% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling