+1,001.8%
TER vs KGC
+496.6%
+505.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.7% | +10.0% | +12.2% |
| 7D | -5.8% | +11.1% | -16.9% | -7.8% |
| 30D | -38.9% | -3.7% | -35.2% | -38.5% |
| 3M | -35.1% | -17.2% | -17.9% | -33.1% |
| 6M | -31.6% | -27.3% | -4.3% | -27.9% |
| YTD | +27.2% | -18.5% | +45.8% | +31.7% |
| 1Y | +35.2% | -5.7% | +40.9% | +36.9% |
| 3Y | +192.8% | +336.5% | -143.7% | +129.9% |
| 5Y | +72.4% | +298.7% | -226.3% | +33.1% |
| 10Y | +1,001.8% | +538.5% | +463.3% | +733.9% |
| All | +1,001.8% | +496.6% | +505.3% | +733.9% |
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