+58.8%
T vs KGC
+506.2%
-447.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.8% | +6.4% | +0.9% |
| 7D | +2.6% | +8.0% | -5.5% | +2.2% |
| 30D | -1.1% | -9.3% | +8.2% | -0.8% |
| 3M | -7.7% | -21.3% | +13.6% | -7.0% |
| 6M | -10.6% | -31.5% | +20.9% | -9.5% |
| YTD | -7.5% | -23.2% | +15.8% | -7.3% |
| 1Y | -7.4% | -15.0% | +7.6% | -7.8% |
| 3Y | +63.1% | +328.7% | -265.6% | +46.6% |
| 5Y | +55.2% | +262.9% | -207.7% | +38.6% |
| 10Y | +58.8% | +568.9% | -510.1% | +40.5% |
| All | +58.8% | +506.2% | -447.4% | +40.5% |
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