+8.6%
V vs KGC
+34.5%
-26.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.7% |
| 7D | -1.1% | +2.4% | -3.5% | -1.1% |
| 30D | +1.9% | +9.2% | -7.3% | +2.0% |
| 3M | +15.5% | +16.7% | -1.2% | +15.8% |
| 6M | +16.6% | -7.0% | +23.6% | +17.0% |
| YTD | +5.7% | +7.5% | -1.7% | +5.9% |
| 1Y | +8.6% | +34.4% | -25.8% | +6.7% |
| All | +8.6% | +34.5% | -26.0% | +6.7% |
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 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