+1,593.1%
T vs KGC
+238.3%
+1,354.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -2.0% | +0.7% |
| 7D | +1.7% | +11.1% | -9.5% | +1.4% |
| 30D | -1.7% | -3.7% | +2.0% | -1.7% |
| 3M | -7.3% | -17.2% | +9.9% | -7.0% |
| 6M | -11.2% | -27.3% | +16.1% | -10.7% |
| YTD | -8.1% | -18.5% | +10.5% | -8.0% |
| 1Y | -8.0% | -5.7% | -2.3% | -8.3% |
| 3Y | +62.1% | +336.5% | -274.3% | +54.6% |
| 5Y | +55.7% | +298.7% | -243.0% | +48.2% |
| 10Y | +54.1% | +538.5% | -484.4% | +43.6% |
| All | +1,593.1% | +238.3% | +1,354.8% | +1,474.3% |
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