-22.7%
U vs KGC
+138.5%
-161.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.2% |
| 7D | +2.6% | -6.7% | +9.2% | +4.7% |
| 30D | +27.6% | -6.7% | +34.2% | +30.0% |
| 3M | +15.3% | -22.6% | +37.9% | +23.7% |
| 6M | +96.4% | -33.4% | +129.8% | +118.9% |
| YTD | +19.6% | -26.0% | +45.5% | +29.1% |
| 1Y | +42.1% | -18.3% | +60.4% | +48.9% |
| 3Y | +87.5% | +315.8% | -228.3% | +15.2% |
| 5Y | -73.1% | +225.7% | -298.8% | -83.6% |
| All | -22.7% | +138.5% | -161.3% | -49.4% |
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