+152.3%
W vs KGC
+692.5%
-540.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -1.7% |
| 7D | +0.5% | -8.4% | +8.9% | +2.5% |
| 30D | -5.6% | +6.3% | -11.9% | -7.0% |
| 3M | +41.9% | +22.4% | +19.5% | +34.9% |
| 6M | +30.2% | -11.4% | +41.7% | +32.7% |
| YTD | -2.9% | +3.1% | -6.1% | -4.9% |
| 1Y | +11.6% | +26.6% | -15.0% | +4.4% |
| 3Y | +37.0% | +525.6% | -488.6% | -11.1% |
| 5Y | -62.8% | +451.7% | -514.5% | -75.9% |
| All | +152.3% | +692.5% | -540.2% | +64.4% |
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