+1,407.5%
RF vs KGC
+219.6%
+1,187.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.1% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +5.0% | -9.3% | +14.4% | +5.2% |
| 3M | -10.0% | -15.9% | +5.9% | -9.8% |
| 6M | +3.3% | -24.9% | +28.2% | +3.7% |
| YTD | +7.9% | -23.0% | +31.0% | +8.2% |
| 1Y | +21.2% | -9.9% | +31.2% | +21.2% |
| 3Y | +105.8% | +301.2% | -195.4% | +100.2% |
| 5Y | +43.7% | +278.5% | -234.8% | +39.5% |
| 10Y | +289.4% | +484.3% | -194.8% | +273.9% |
| All | +1,407.5% | +219.6% | +1,187.9% | +1,517.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling