-87.0%
OPEN vs KGC
+296.4%
-383.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +3.0% | -24.8% | -22.8% |
| 7D | -22.2% | +10.5% | -32.7% | -25.0% |
| 30D | -38.3% | -4.1% | -34.3% | -37.6% |
| 3M | -59.4% | -13.1% | -46.3% | -57.6% |
| 6M | -74.4% | -27.5% | -46.8% | -71.8% |
| YTD | -76.0% | -20.7% | -55.3% | -74.7% |
| 1Y | -78.7% | -6.1% | -72.6% | -78.6% |
| 3Y | -30.0% | +318.6% | -348.6% | -59.1% |
| 5Y | -93.7% | +289.9% | -383.7% | -96.3% |
| All | -87.0% | +296.4% | -383.4% | -92.3% |
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