+59.6%
T vs KGC
+317.1%
-257.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -0.9% |
| 7D | +1.0% | +10.5% | -9.5% | +1.0% |
| 30D | -10.6% | -4.1% | -6.6% | -10.6% |
| 3M | -7.7% | -13.1% | +5.3% | -7.8% |
| 6M | -13.3% | -27.5% | +14.2% | -13.2% |
| YTD | -8.8% | -20.7% | +11.9% | -9.5% |
| 1Y | -8.4% | -6.1% | -2.3% | -9.7% |
| 3Y | +59.6% | +318.6% | -259.0% | +40.2% |
| All | +59.6% | +317.1% | -257.4% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling