+72.2%
V vs KGC
+450.1%
-377.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | -1.7% | -1.3% | -0.4% | -1.6% |
| 30D | +2.0% | +20.3% | -18.3% | +0.8% |
| 3M | +17.4% | +8.1% | +9.3% | +16.7% |
| 6M | +17.5% | -8.8% | +26.3% | +17.9% |
| YTD | +7.6% | +10.1% | -2.5% | +6.1% |
| 1Y | +7.7% | +44.2% | -36.5% | +3.7% |
| 3Y | +54.7% | +533.0% | -478.4% | +28.0% |
| All | +72.2% | +450.1% | -377.9% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling