+29.3%
V vs KGC
-5.3%
+34.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.5% | -3.6% | +3.8% |
| 7D | +9.0% | -6.8% | +15.8% | +8.9% |
| 30D | +18.1% | -9.2% | +27.2% | +17.9% |
| 3M | +18.3% | -9.1% | +27.5% | +18.1% |
| 6M | +34.1% | -25.7% | +59.7% | +34.2% |
| YTD | +25.2% | -23.6% | +48.9% | +22.9% |
| 1Y | +29.3% | -4.3% | +33.6% | +25.0% |
| All | +29.3% | -5.3% | +34.6% | +25.0% |
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