-41.4%
OPEN vs KGC
+315.0%
-356.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.9% | -3.7% |
| 7D | -15.0% | -6.7% | -8.3% | -12.4% |
| 30D | -40.2% | -6.7% | -33.5% | -38.5% |
| 3M | -67.4% | -22.6% | -44.8% | -64.0% |
| 6M | -74.0% | -33.4% | -40.6% | -69.8% |
| YTD | -79.6% | -26.0% | -53.6% | -77.7% |
| 1Y | -86.1% | -18.3% | -67.8% | -85.4% |
| 3Y | -41.4% | +315.8% | -357.2% | -79.9% |
| All | -41.4% | +315.0% | -356.4% | -79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling