+213.6%
RF vs KGC
+637.7%
-424.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +1.9% | -6.7% | +8.6% | +2.1% |
| 30D | +7.3% | -6.7% | +14.0% | +7.5% |
| 3M | -7.9% | -22.6% | +14.7% | -7.3% |
| 6M | +10.5% | -33.4% | +43.9% | +11.6% |
| YTD | +9.6% | -26.0% | +35.6% | +10.2% |
| 1Y | +20.3% | -18.3% | +38.6% | +20.5% |
| 3Y | +119.5% | +315.8% | -196.3% | +107.4% |
| 5Y | +48.2% | +225.7% | -177.5% | +38.9% |
| All | +213.6% | +637.7% | -424.1% | +219.2% |
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