-6.5%
U vs KGC
+33.7%
-40.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | -1.3% | +10.5% | -11.8% | -5.0% |
| 3M | +49.6% | +19.8% | +29.8% | +39.4% |
| 6M | +100.2% | -6.7% | +106.9% | +100.6% |
| YTD | -3.7% | +7.8% | -11.5% | -3.1% |
| 1Y | -6.5% | +35.7% | -42.2% | -8.7% |
| All | -6.5% | +33.7% | -40.2% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling