-39.0%
U vs KGC
+254.7%
-293.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.3% |
| 7D | -3.8% | -1.3% | -2.5% | -3.4% |
| 30D | +17.5% | +20.3% | -2.8% | +10.6% |
| 3M | +38.7% | +8.1% | +30.6% | +34.3% |
| 6M | +104.4% | -8.8% | +113.2% | +106.8% |
| YTD | -5.7% | +10.1% | -15.7% | -9.4% |
| 1Y | +3.7% | +44.2% | -40.5% | -9.0% |
| 3Y | +12.3% | +533.0% | -520.7% | -39.2% |
| 5Y | -68.8% | +443.0% | -511.8% | -83.1% |
| All | -39.0% | +254.7% | -293.7% | -64.5% |
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