-86.9%
OPEN vs KGC
+307.3%
-394.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.2% |
| 7D | -21.7% | +11.1% | -32.8% | -24.6% |
| 30D | -36.5% | -3.7% | -32.7% | -35.8% |
| 3M | -59.5% | -17.2% | -42.3% | -57.1% |
| 6M | -71.9% | -27.3% | -44.6% | -69.1% |
| YTD | -75.8% | -18.5% | -57.3% | -74.8% |
| 1Y | -78.5% | -5.7% | -72.8% | -78.5% |
| 3Y | -30.2% | +336.5% | -366.7% | -59.7% |
| 5Y | -93.3% | +298.7% | -392.0% | -96.0% |
| All | -86.9% | +307.3% | -394.2% | -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