+108.5%
RF vs KGC
+317.1%
-208.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.5% |
| 7D | -0.9% | +10.5% | -11.4% | -1.3% |
| 30D | +6.0% | -4.1% | +10.1% | +6.1% |
| 3M | -8.9% | -13.1% | +4.2% | -8.6% |
| 6M | +2.3% | -27.5% | +29.9% | +3.4% |
| YTD | +7.6% | -20.7% | +28.3% | +7.8% |
| 1Y | +21.2% | -6.1% | +27.2% | +20.7% |
| 3Y | +108.5% | +318.6% | -210.1% | +69.9% |
| All | +108.5% | +317.1% | -208.6% | +69.9% |
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 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