+19.8%
U vs KGC
-15.6%
+35.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +16.9% | +0.2% | +16.7% | +16.8% |
| 30D | +6.4% | -8.8% | +15.2% | +10.1% |
| 3M | +13.2% | -21.1% | +34.3% | +22.4% |
| 6M | +84.8% | -32.3% | +117.1% | +111.6% |
| YTD | +12.4% | -23.5% | +35.9% | +26.2% |
| 1Y | +19.8% | -15.0% | +34.8% | +30.1% |
| All | +19.8% | -15.6% | +35.4% | +30.1% |
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 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