-74.1%
OPEN vs KGC
+415.7%
-489.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.3% | -2.4% | -5.2% |
| 7D | -10.5% | -8.4% | -2.1% | -7.9% |
| 30D | -21.8% | +6.3% | -28.1% | -23.4% |
| 3M | -37.5% | +22.4% | -59.9% | -41.8% |
| 6M | -44.1% | -11.4% | -32.7% | -42.7% |
| YTD | -52.0% | +3.1% | -55.1% | -53.5% |
| 1Y | -52.2% | +26.6% | -78.8% | -56.9% |
| 3Y | -25.9% | +525.6% | -551.5% | -61.8% |
| 5Y | -85.1% | +451.7% | -536.7% | -92.1% |
| All | -74.1% | +415.7% | -489.7% | -85.8% |
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