-27.4%
U vs KGC
+146.7%
-174.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +16.9% | +0.2% | +16.7% | +16.9% |
| 30D | +6.4% | -8.8% | +15.2% | +9.4% |
| 3M | +13.2% | -21.1% | +34.3% | +20.7% |
| 6M | +84.8% | -32.3% | +117.1% | +104.9% |
| YTD | +12.4% | -23.5% | +35.9% | +20.1% |
| 1Y | +19.8% | -15.0% | +34.8% | +24.0% |
| 3Y | +83.8% | +327.5% | -243.7% | +12.0% |
| 5Y | -72.7% | +244.3% | -317.0% | -83.5% |
| All | -27.4% | +146.7% | -174.0% | -52.9% |
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