-24.7%
U vs KGC
+155.5%
-180.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.0% | +2.5% | +4.6% |
| 7D | +36.6% | +10.5% | +26.1% | +32.5% |
| 30D | +13.3% | -4.1% | +17.4% | +14.8% |
| 3M | +26.2% | -13.1% | +39.2% | +30.7% |
| 6M | +88.7% | -27.5% | +116.3% | +105.1% |
| YTD | +16.6% | -20.7% | +37.3% | +23.3% |
| 1Y | +29.0% | -6.1% | +35.0% | +29.8% |
| 3Y | +99.5% | +318.6% | -219.1% | +22.1% |
| 5Y | -66.1% | +289.9% | -356.1% | -79.9% |
| All | -24.7% | +155.5% | -180.2% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling