+1,872.1%
T vs KGC
+357.0%
+1,515.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.3% | -1.9% |
| 7D | -1.3% | -1.3% | 0.0% | -1.2% |
| 30D | +11.4% | +20.3% | -8.9% | +10.8% |
| 3M | +14.3% | +8.1% | +6.2% | +14.0% |
| 6M | -9.3% | -8.8% | -0.5% | -9.2% |
| YTD | +7.1% | +10.1% | -3.0% | +6.5% |
| 1Y | -9.1% | +44.2% | -53.3% | -10.3% |
| 3Y | +105.3% | +533.0% | -427.7% | +94.2% |
| 5Y | +66.8% | +443.0% | -376.2% | +57.7% |
| 10Y | +66.8% | +678.6% | -611.8% | +54.7% |
| All | +1,872.1% | +357.0% | +1,515.1% | +1,721.8% |
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