+1,744.2%
TER vs KGC
+645.2%
+1,099.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +4.6% |
| 7D | +11.0% | +2.4% | +8.5% | +10.4% |
| 30D | -1.9% | +9.2% | -11.1% | -3.7% |
| 3M | -0.7% | +16.7% | -17.4% | -4.0% |
| 6M | +36.4% | -7.0% | +43.4% | +37.4% |
| YTD | +92.4% | +7.5% | +85.0% | +89.4% |
| 1Y | +213.5% | +34.4% | +179.2% | +197.6% |
| 3Y | +277.2% | +552.0% | -274.7% | +177.4% |
| 5Y | +219.1% | +454.5% | -235.4% | +133.8% |
| 10Y | +1,744.2% | +658.7% | +1,085.6% | +1,263.1% |
| All | +1,744.2% | +645.2% | +1,099.1% | +1,263.1% |
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