+46.4%
RF vs KGC
+226.6%
-180.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +1.9% | -6.7% | +8.6% | +2.4% |
| 30D | +7.3% | -6.7% | +14.0% | +7.7% |
| 3M | -7.9% | -22.6% | +14.7% | -6.7% |
| 6M | +10.5% | -33.4% | +43.9% | +13.0% |
| YTD | +9.6% | -26.0% | +35.6% | +10.6% |
| 1Y | +20.3% | -18.3% | +38.6% | +20.4% |
| 3Y | +119.5% | +315.8% | -196.3% | +82.8% |
| All | +46.4% | +226.6% | -180.2% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling