+68.4%
T vs KGC
+678.3%
-609.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | +4.6% | +10.5% | -5.9% | +4.0% |
| 3M | +12.2% | +19.8% | -7.6% | +11.1% |
| 6M | -6.5% | -6.7% | +0.2% | -6.4% |
| YTD | +4.9% | +7.8% | -2.9% | +3.7% |
| 1Y | -10.5% | +35.7% | -46.2% | -12.9% |
| 3Y | +104.6% | +553.7% | -449.1% | +79.5% |
| 5Y | +64.2% | +461.7% | -397.5% | +43.5% |
| 10Y | +68.4% | +710.2% | -641.7% | +46.1% |
| All | +68.4% | +678.3% | -609.8% | +46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling