+206.8%
ON vs KGC
+567.5%
-360.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.0% | +5.8% |
| 7D | +3.3% | +0.2% | +3.1% | +3.3% |
| 30D | -3.1% | -8.8% | +5.7% | -2.4% |
| 3M | -9.2% | -21.1% | +11.8% | -7.6% |
| 6M | -31.4% | -32.3% | +1.0% | -29.3% |
| YTD | +36.0% | -23.5% | +59.4% | +38.4% |
| 1Y | +52.0% | -15.0% | +67.0% | +53.3% |
| 3Y | +9.3% | +327.5% | -318.3% | -4.3% |
| 5Y | +26.5% | +244.3% | -217.8% | +11.3% |
| 10Y | +556.1% | +634.8% | -78.6% | +434.6% |
| All | +206.8% | +567.5% | -360.7% | +165.3% |
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