+90.1%
RF vs KGC
+450.1%
-360.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | +1.3% | -1.3% | +2.6% | +1.4% |
| 30D | -3.6% | +20.3% | -23.9% | -4.8% |
| 3M | +8.1% | +8.1% | 0.0% | +7.4% |
| 6M | +11.5% | -8.8% | +20.2% | +11.7% |
| YTD | +15.6% | +10.1% | +5.5% | +14.0% |
| 1Y | +15.7% | +44.2% | -28.5% | +11.4% |
| 3Y | +86.9% | +533.0% | -446.1% | +53.0% |
| All | +90.1% | +450.1% | -360.0% | +54.4% |
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