+1,006.2%
TER vs KGC
+506.2%
+500.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.5% | +0.9% |
| 7D | -8.9% | +8.0% | -16.9% | -10.4% |
| 30D | -39.1% | -9.3% | -29.7% | -38.0% |
| 3M | -32.8% | -21.3% | -11.4% | -30.0% |
| 6M | -31.7% | -31.5% | -0.3% | -27.2% |
| YTD | +26.9% | -23.2% | +50.2% | +32.8% |
| 1Y | +33.6% | -15.0% | +48.6% | +37.6% |
| 3Y | +181.5% | +328.7% | -147.2% | +122.1% |
| 5Y | +76.1% | +262.9% | -186.8% | +37.9% |
| 10Y | +1,006.2% | +568.9% | +437.3% | +748.6% |
| All | +1,006.2% | +506.2% | +500.0% | +748.6% |
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