+261.5%
RF vs KGC
+496.6%
-235.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.6% | +2.1% |
| 7D | -0.1% | +11.1% | -11.3% | -0.4% |
| 30D | +7.0% | -3.7% | +10.8% | +7.1% |
| 3M | -7.0% | -17.2% | +10.2% | -6.7% |
| 6M | +6.8% | -27.3% | +34.1% | +7.5% |
| YTD | +9.9% | -18.5% | +28.4% | +10.1% |
| 1Y | +21.1% | -5.7% | +26.8% | +20.9% |
| 3Y | +119.6% | +336.5% | -216.8% | +108.5% |
| 5Y | +46.2% | +298.7% | -252.5% | +37.5% |
| 10Y | +261.5% | +538.5% | -277.0% | +264.9% |
| All | +261.5% | +496.6% | -235.1% | +264.9% |
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 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