+243.6%
W vs KGC
+496.6%
-252.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +1.8% | +4.0% |
| 7D | +3.3% | +11.1% | -7.8% | +0.9% |
| 30D | +10.5% | -3.7% | +14.3% | +11.3% |
| 3M | +9.6% | -17.2% | +26.9% | +13.8% |
| 6M | +76.4% | -27.3% | +103.7% | +87.7% |
| YTD | +16.4% | -18.5% | +34.9% | +19.7% |
| 1Y | +9.3% | -5.7% | +15.1% | +9.1% |
| 3Y | +172.8% | +336.5% | -163.7% | +89.9% |
| 5Y | -53.4% | +298.7% | -352.1% | -68.0% |
| 10Y | +243.6% | +538.5% | -294.9% | +134.3% |
| All | +243.6% | +496.6% | -252.9% | +134.3% |
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