+444.2%
V vs KGC
+496.6%
-52.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.9% | -0.3% |
| 7D | -0.8% | +11.1% | -11.9% | -1.3% |
| 30D | +9.5% | -3.7% | +13.3% | +9.6% |
| 3M | +16.7% | -17.2% | +33.9% | +17.5% |
| 6M | +32.9% | -27.3% | +60.2% | +34.6% |
| YTD | +21.1% | -18.5% | +39.6% | +21.4% |
| 1Y | +26.6% | -5.7% | +32.4% | +25.8% |
| 3Y | +78.4% | +336.5% | -258.1% | +59.8% |
| 5Y | +105.5% | +298.7% | -193.2% | +82.3% |
| 10Y | +444.2% | +538.5% | -94.3% | +387.2% |
| All | +444.2% | +496.6% | -52.3% | +387.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling