+109.3%
RF vs KGC
+304.9%
-195.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -1.6% | 0.0% | -1.6% | -1.7% |
| 30D | +5.0% | -9.3% | +14.4% | +5.3% |
| 3M | -10.0% | -15.9% | +5.9% | -9.5% |
| 6M | +3.3% | -24.9% | +28.2% | +4.2% |
| YTD | +7.9% | -23.0% | +31.0% | +8.3% |
| 1Y | +21.2% | -9.9% | +31.2% | +21.0% |
| All | +109.3% | +304.9% | -195.6% | +70.7% |
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