+209.9%
ON vs KGC
+859.7%
-649.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.2% |
| 7D | +2.4% | -1.3% | +3.7% | +2.5% |
| 30D | -3.3% | +20.3% | -23.6% | -4.9% |
| 3M | -43.6% | +8.1% | -51.7% | -44.0% |
| 6M | +19.0% | -8.8% | +27.7% | +19.5% |
| YTD | +37.4% | +10.1% | +27.3% | +35.7% |
| 1Y | +54.8% | +44.2% | +10.5% | +49.3% |
| 3Y | -25.2% | +533.0% | -558.2% | -36.6% |
| 5Y | +62.7% | +443.0% | -380.3% | +38.0% |
| 10Y | +574.3% | +678.6% | -104.2% | +442.9% |
| All | +209.9% | +859.7% | -649.8% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling