+58.5%
ON vs KGC
+450.8%
-392.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -3.9% |
| 7D | -2.2% | +2.4% | -4.6% | -2.7% |
| 30D | -12.4% | +9.2% | -21.7% | -14.4% |
| 3M | -41.2% | +16.7% | -58.0% | -43.5% |
| 6M | +25.0% | -7.0% | +32.0% | +25.5% |
| YTD | +31.3% | +7.5% | +23.8% | +27.3% |
| 1Y | +45.4% | +34.4% | +11.1% | +34.1% |
| 3Y | -27.4% | +552.0% | -579.4% | -56.6% |
| 5Y | +58.5% | +454.5% | -396.0% | -8.2% |
| All | +58.5% | +450.8% | -392.3% | -8.2% |
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