-87.4%
OPEN vs KGC
+282.7%
-370.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | -31.1% | +0.2% | -31.3% | -31.3% |
| 30D | -34.7% | -8.8% | -25.9% | -32.7% |
| 3M | -61.9% | -21.1% | -40.8% | -58.9% |
| 6M | -71.9% | -32.3% | -39.5% | -68.3% |
| YTD | -76.6% | -23.5% | -53.1% | -75.0% |
| 1Y | -83.9% | -15.0% | -68.9% | -83.4% |
| 3Y | -34.4% | +327.5% | -361.9% | -61.6% |
| 5Y | -93.9% | +244.3% | -338.2% | -96.3% |
| All | -87.4% | +282.7% | -370.0% | -92.4% |
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