+20.1%
W vs KGC
+43.6%
-23.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.3% |
| 7D | -4.2% | -1.3% | -2.9% | -3.7% |
| 30D | -7.6% | +20.3% | -27.8% | -13.8% |
| 3M | +37.2% | +8.1% | +29.1% | +32.3% |
| 6M | +26.3% | -8.8% | +35.1% | +26.9% |
| YTD | -1.0% | +10.1% | -11.0% | -8.5% |
| 1Y | +20.1% | +44.2% | -24.1% | +2.6% |
| All | +20.1% | +43.6% | -23.5% | +2.6% |
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